Robust statistics : the approach based on influence functions

Author(s)

• Hampel, Frank R.

Bibliographic Information

Robust statistics : the approach based on influence functions

Frank R. Hampel ... [et al.]

（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics）

Wiley, c1986

• : hbk.
• : pbk.

Note

Bibliography: p. 439-464

Includes indexes

Description and Table of Contents

Volume

: pbk. ISBN 9780471632382

Description

A complete, balanced introduction to the concepts, theory and applications of robust statistics, this book provides a comprehensive account of the infinitesimal approach and offers insight into the robustness properties of existing procedures. It describes the effect of an outlier on virtually all classical statistical models and covers related notions such as the breakdown point and the change-of-variance functions. The cloth edition of this book was published in February 1986.

Table of Contents

• Introduction and Motivation
• Exercises and Problems
• The Breakdown Point and Qualitative Robustness
• One- Dimensional Tests
• Multi-Dimensional Estimators
• Estimation of Co-Variance Matrices and Multivariate Location
• Linear Models: Robust Estimation
• Linear Models: Robust Testing
• Complements and Outlook
• Index.

Volume

: hbk. ISBN 9780471829218

Description

An introduction to the concepts, theory and applications of robust statistics, providing a comprehensive account of the infinitesimal approach and insight into the robustness properties of existing procedures. The book describes the effect of an outlier on virtually all classical statistical models and covers related notions such as the breakdown point and the change-of-variance functions.

Table of Contents

Introduction and Motivation. One--dimensional Estimators. One--dimensional Tests. Multidimensional Estimators. Estimation of Covariance Matrices and Multivariate Location. Linear Models: Robust Estimation. Linear Models: Robust Testing. Complements and Outlook. References. Index.

by "Nielsen BookData"

Details

• NCID: BA00343791
• ISBN:
  • 0471829218
  • 0471632384
• LCCN: 85009428
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xxi, 502 p.
• Size: 24 cm
• Classification:
  • LCC : QA276
  • DC19 : 519.5
  • NDC8 : 417
• Subject Headings:
  • LCSH : Robust statistics
  • NDLSH : 数理統計学
• Parent Bibliography ID:
  • BA00019013