Theory and Applications of Recent Robust Methods
Herausgegeben:Hubert, Mia; Pison, Greet; Struyf, Anja; Van Aelst, Stefan
Theory and Applications of Recent Robust Methods
Herausgegeben:Hubert, Mia; Pison, Greet; Struyf, Anja; Van Aelst, Stefan
- Broschiertes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics
Treats computational aspects and algorithms and shows interesting and new applications.
Andere Kunden interessierten sich auch für
- COMPSTAT77,99 €
- Ingo SteinwartSupport Vector Machines123,99 €
- Valery A. SvetlitskyStatistical Dynamics and Reliability Theory for Mechanical Structures115,99 €
- Kurt JensenColoured Petri Nets45,99 €
- Ian R. PetersenRobust Control Design Using H-¿ Methods149,99 €
- Jorge Eduardo HurtadoStructural Reliability115,99 €
- Parle ¿91 Parallel Architectures and Languages Europe40,99 €
-
-
-
Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics
Treats computational aspects and algorithms and shows interesting and new applications.
Treats computational aspects and algorithms and shows interesting and new applications.
Produktdetails
- Produktdetails
- Statistics for Industry and Technology
- Verlag: Birkhäuser / Birkhäuser Basel / Springer, Basel
- Artikelnr. des Verlages: 978-3-0348-9636-8
- Softcover reprint of the original 1st ed. 2004
- Seitenzahl: 416
- Erscheinungstermin: 5. November 2012
- Englisch
- Abmessung: 254mm x 178mm x 23mm
- Gewicht: 787g
- ISBN-13: 9783034896368
- ISBN-10: 3034896360
- Artikelnr.: 39158127
- Herstellerkennzeichnung
- Springer Nature c/o IBS
- Benzstrasse 21
- 48619 Heek
- Tanja.Keller@springer.com
- Statistics for Industry and Technology
- Verlag: Birkhäuser / Birkhäuser Basel / Springer, Basel
- Artikelnr. des Verlages: 978-3-0348-9636-8
- Softcover reprint of the original 1st ed. 2004
- Seitenzahl: 416
- Erscheinungstermin: 5. November 2012
- Englisch
- Abmessung: 254mm x 178mm x 23mm
- Gewicht: 787g
- ISBN-13: 9783034896368
- ISBN-10: 3034896360
- Artikelnr.: 39158127
- Herstellerkennzeichnung
- Springer Nature c/o IBS
- Benzstrasse 21
- 48619 Heek
- Tanja.Keller@springer.com
Bias Behavior of the Minimum Volume Ellipsoid Estimate.- A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight.- Robust Strategies for Quantitative Investment Management.- An Adaptive Algorithm for Quantile Regression.- On Properties of Support Vector Machines for Pattern Recognition in Finite Samples.- Smoothed Local L-Estimation With an Application.- Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data.- Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application.- On Robustness to Outliers of Parametric L2 Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study.- Robust PCR and Robust PLSR: a Comparative Study.- Analytic Estimator Densities for Common Parameters under Misspecified Models.- Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis.- Estimates of the Tail Index Based on Nonparametric Tests.- On Mardia's Tests of Multinormality.- Robustness in Sequential Discrimination of Markov Chains under "Contamination".- Robust Box-Cox Transformations for Simple Regression.- Consistency of the Least Weighted Squares Regression Estimator.- Algorithms for Robust Model Selection in Linear Regression.- Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator.- Visualizing 1D Regression.- Robust Redundancy Analysis by Alternating Regression.- Robust ML-estimation of the Transmitter Location.- A Family of Scale Estimators by Means of Trimming.- Robust Efficient Method of Moments Estimation.- Computational Geometry and Statistical Depth Measures.- Partial Mixture Estimation and Outlier Detection in Data andRegression.- Robust Fitting Using Mean Shift: Applications in Computer Vision.- Testing the Equality of Location Parameters for Skewed Distributions Using S1 with High Breakdown Robust Scale Estimators.- Rank Scores Tests of Multivariate Independence.- The Influence of a Stochastic Interest Rate on the n-fold Compound Option.- Robust Estimations for Multivariate Sinh-1-Normal Distribution.- A Robust Estimator of the Tail Index Based on an Exponential Regression Model.- Robust Processing of Mechanical Vibration Measurements.- Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators.
Bias Behavior of the Minimum Volume Ellipsoid Estimate.- A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight.- Robust Strategies for Quantitative Investment Management.- An Adaptive Algorithm for Quantile Regression.- On Properties of Support Vector Machines for Pattern Recognition in Finite Samples.- Smoothed Local L-Estimation With an Application.- Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data.- Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application.- On Robustness to Outliers of Parametric L2 Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study.- Robust PCR and Robust PLSR: a Comparative Study.- Analytic Estimator Densities for Common Parameters under Misspecified Models.- Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis.- Estimates of the Tail Index Based on Nonparametric Tests.- On Mardia's Tests of Multinormality.- Robustness in Sequential Discrimination of Markov Chains under "Contamination".- Robust Box-Cox Transformations for Simple Regression.- Consistency of the Least Weighted Squares Regression Estimator.- Algorithms for Robust Model Selection in Linear Regression.- Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator.- Visualizing 1D Regression.- Robust Redundancy Analysis by Alternating Regression.- Robust ML-estimation of the Transmitter Location.- A Family of Scale Estimators by Means of Trimming.- Robust Efficient Method of Moments Estimation.- Computational Geometry and Statistical Depth Measures.- Partial Mixture Estimation and Outlier Detection in Data andRegression.- Robust Fitting Using Mean Shift: Applications in Computer Vision.- Testing the Equality of Location Parameters for Skewed Distributions Using S1 with High Breakdown Robust Scale Estimators.- Rank Scores Tests of Multivariate Independence.- The Influence of a Stochastic Interest Rate on the n-fold Compound Option.- Robust Estimations for Multivariate Sinh-1-Normal Distribution.- A Robust Estimator of the Tail Index Based on an Exponential Regression Model.- Robust Processing of Mechanical Vibration Measurements.- Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators.