Robust Statistics
Published on 1. February 2005
Software
Other digital
978-0-471-72525-1 (ISBN)
Description
The first systematic, book-length treatment of the subject, "Robust Statistics" begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stressing concepts, it provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.
More details
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 250 mm
Width: 150 mm
Weight
666 gr
ISBN-13
978-0-471-72525-1 (9780471725251)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Person
About the author PETER J. HUBER is Professor of Statistics at Harvard University, a position he has held since 1978. From 1964 to 1978 he was Professor of Statistics at 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 Location Parameter. 5. Scale Estimates. 6. Multiparameter Problems, in Particular Joint Estimation of Location and Scale. 7. Regression. 8. Robust Covariance and Correlation Matrices. 9. Rubustness of Design. 10. Exact Finite Sample Results. 11. Miscellaneous Topics. References. Index.