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A new edition of the classic, groundbreaking book on robuststatistics Over twenty-five years after the publication of its predecessor,Robust Statistics, Second Edition continues to provide anauthoritative and systematic treatment of the topic. This newedition has been thoroughly updated and expanded to reflect thelatest advances in the field while also outlining the establishedtheory and applications for building a solid foundation in robuststatistics for both the theoretical and the appliedstatistician. A comprehensive introduction and discussion on the formalmathematical background behind…mehr

Produktbeschreibung
A new edition of the classic, groundbreaking book on robuststatistics Over twenty-five years after the publication of its predecessor,Robust Statistics, Second Edition continues to provide anauthoritative and systematic treatment of the topic. This newedition has been thoroughly updated and expanded to reflect thelatest advances in the field while also outlining the establishedtheory and applications for building a solid foundation in robuststatistics for both the theoretical and the appliedstatistician. A comprehensive introduction and discussion on the formalmathematical background behind qualitative and quantitativerobustness is provided, and subsequent chapters delve into basictypes of scale estimates, asymptotic minimax theory, regression,robust covariance, and robust design. In addition to an extendedtreatment of robust regression, the Second Edition features fournew chapters covering: * Robust Tests * Small Sample Asymptotics * Breakdown Point * Bayesian Robustness An expanded treatment of robust regression and pseudo-values isalso featured, and concepts, rather than mathematical completeness,are stressed in every discussion. Selected numerical algorithms forcomputing robust estimates and convergence proofs are providedthroughout the book, along with quantitative robustness informationfor a variety of estimates. A General Remarks section appears atthe beginning of each chapter and provides readers with amplemotivation for working with the presented methods andtechniques. Robust Statistics, Second Edition is an ideal book forgraduate-level courses on the topic. It also serves as a valuablereference for researchers and practitioners who wish to study thestatistical research associated with robust statistics.

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, D ausgeliefert werden.

  • Produktdetails
  • Verlag: John Wiley & Sons
  • Seitenzahl: 384
  • Erscheinungstermin: 26.03.2009
  • Englisch
  • ISBN-13: 9780470434680
  • Artikelnr.: 37292108
Autorenporträt
Peter J. Huber, PhD, has over thirty-five years of academicexperience and has previously served as professor of statistics atETH Zurich (Switzerland), Harvard University, MassachusettsInstitute of Technology, and the University of Bayreuth (Germany).An established authority in the field of robust statistics, Dr.Huber is the author or coauthor of four books and more than seventyjournal articles in the areas of statistics and data analysis. Elvezio M. Ronchetti, PhD, is Professor of Statistics inthe Department of Econometrics at the University of Geneva inSwitzerland. Dr. Ronchetti is a Fellow of the American StatisticalAssociation and coauthor of Robust Statistics: The ApproachBased on Influence Functions, also published by Wiley.
Inhaltsangabe
Preface.

Preface to First Edition.

1. Generalities.

2. The Weak Topology and its Metrization.

3. The Basic Types of Estimates.

4. Asymptotic Minimax Theory for Estimating Location.

5. Scale Estimates.

6. Multiparameter Problems, in Particular Joint Estimation of Location and Scale.

7. Regression.

8. Robust Covariance and Correlation Matrices.

9. Robustness of Design.

10. Exact Finite Sample Results.

11. Finite Sample Breakdown Point.

12. Infinitesimal Robustness.

13. Robust Tests.

14. Small Sample Asymptotics.

15. Bayesian Robustness.

References.

Index.