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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.…mehr

Produktbeschreibung
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.

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

  • Produktdetails
  • Verlag: John Wiley & Sons
  • Seitenzahl: 320
  • Erscheinungstermin: 20.01.2005
  • Englisch
  • ISBN-13: 9780471725244
  • Artikelnr.: 38203401
Autorenporträt
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.
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.