Robust Statistics
Approach Based on Influence Functions
Wiley (Publisher)
Published on 1. September 1987
Book
Paperback/Softback
526 pages
978-0-471-63238-2 (ISBN)
Description
A complete, balanced introduction to the concepts, theory and applications of robust statistics, this book provides a comprehensive account of the infinitesimal approach and offers insight into the robustness properties of existing procedures. It describes the effect of an outlier on virtually all classical statistical models and covers related notions such as the breakdown point and the change-of-variance functions. The cloth edition of this book was published in February 1986.
More details
Series
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Ill.
Dimensions
Height: 230 mm
Width: 150 mm
Weight
709 gr
ISBN-13
978-0-471-63238-2 (9780471632382)
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Schweitzer Classification
Content
Introduction and Motivation; Exercises and Problems; The Breakdown Point and Qualitative Robustness; One- Dimensional Tests; Multi-Dimensional Estimators; Estimation of Co-Variance Matrices and Multivariate Location; Linear Models: Robust Estimation; Linear Models: Robust Testing; Complements and Outlook; Index.