Robust Estimation and Testing
Staudte(Author)
Wiley (Publisher)
Published on 19. September 2011
Software
Other digital
376 pages
978-1-118-16548-5 (ISBN)
Description
An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.
More details
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Dimensions
Height: 250 mm
Width: 150 mm
Thickness: 15 mm
Weight
666 gr
ISBN-13
978-1-118-16548-5 (9781118165485)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Robert G. Staudte | Simon J. Sheather
Robust Estimation and Testing
E-Book
09/2011
Wiley
€253.99
Available for download
Content
The Field of Statistics. Estimating Scale--Finite Sample Results. Estimating Scale--Asymptotic Results. Location-Dispersion Estimation. Testing for a Location Parameter. The Two-Sample Problem. Regression. Appendices. References. Author Index. Subject Index.