Robust statistics

著者

• Huber, Peter J.

書誌事項

Robust statistics

Peter J. Huber

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

Wiley, c1981

注記

Bibliography: p. 294-300

Includes index

内容説明・目次

内容説明

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.

目次

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA00816758
• ISBN:
  • 0471418056
• LCCN: 80018627
• 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: ix, 308 p.
• 大きさ: 24 cm
• 分類:
  • NDC8 : 417
  • LCC : QA276
  • DC : 519.5
• 件名:
  • LCSH : Robust statistics
• 親書誌ID:
  • BA00019013