Robust statistics

Author(s)

• Huber, Peter J.

Bibliographic Information

Robust statistics

Peter J. Huber

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

Wiley, c1981

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"

Details

• NCID: BA00816758
• ISBN:
  • 0471418056
• LCCN: 80018627
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: ix, 308 p.
• Size: 24 cm
• Classification:
  • NDC8 : 417
  • LCC : QA276
  • DC : 519.5
• Subject Headings:
  • LCSH : Robust statistics
• Parent Bibliography ID:
  • BA00019013