Robust statistics : the approach based on influence functions

書誌事項

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.

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注記

Bibliography: p. 439-464

Includes indexes

内容説明・目次

巻冊次

: pbk. ISBN 9780471632382

内容説明

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.

目次

  • 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.
巻冊次

: hbk. ISBN 9780471829218

内容説明

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.

目次

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.

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詳細情報

  • NII書誌ID(NCID)
    BA00343791
  • ISBN
    • 0471829218
    • 0471632384
  • LCCN
    85009428
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    xxi, 502 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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