Robust Statistics
Published on 20. January 2005
320 pages
978-0-471-72524-4 (ISBN)
Description
The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.
Reviews / Votes
"...informative and worth the effort for anyone with an interest in this field..." (ISCB News 38, December 2004)More details
Other editions
New editions
Ricardo A. Maronna | R. Douglas Martin | Victor J. Yohai
Robust Statistics
Theory and Methods (with R)
E-Book
10/2018
2nd Edition
Wiley
€78.99
Available for download
Additional editions
Peter J. Huber
Robust Statistics
Software
02/2005
Wiley
€186.03
Article exhausted; check different version
Peter J. Huber
Robust Statistics
Book
12/2003
1st Edition
Wiley
€89.90
Article exhausted; check for reprint
Person
Peter J. Huber was formerly a Professor of Statistics at Harvard University and ETH Zurich. Dr. Huber received his Ph.D. in Mathematics from ETH Zurich in 1961.
Content
1. Generalities.
2. The Weak Topology and Its Metrization.
3. The Basic Types of Estimates.
4. Asymptotic Minimax Theory for Estimating a LocationParameter.
5. Scale Estimates.
6. Multiparameter Problems, In Particular Joint Estimation ofLocation and Scale.
7. Regression.
8. Robust Covariance and Correlation Matrices.
9. Rubustness of Design.
10. Exact Finite Sample Results.
11. Miscellaneous Topics.
References.
Index.
