Robust statistics
Author(s)
Bibliographic Information
Robust statistics
(Wiley series in probability and mathematical statistics, . Probability and mathematical statistics)
Wiley, c1981
Available at 109 libraries
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Note
Bibliography: p. 294-300
Includes index
Description and Table of Contents
Description
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.
Table of Contents
1. Generalities. 2. The Weak Topology and Its Metrization. 3. The Basic Types of Estimates. 4. Asymptotic Minimax Theory for Estimating a Location Parameter. 5. Scale Estimates. 6. Multiparameter Problems, in Particular Joint Estimation of Location and Scale. 7. Regression. 8. Robust Covariance and Correlation Matrices. 9. Rubustness of Design. 10. Exact Finite Sample Results. 11. Miscellaneous Topics. References. Index.
by "Nielsen BookData"