Robust regression and outlier detection

書誌事項

Robust regression and outlier detection

Peter J. Rousseeuw, Annick M. Leroy

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

Wiley, c1987

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注記

Bibliography: p. 292-310

Includes index

内容説明・目次

内容説明

Provides an applications-oriented introduction to robust regression and outlier detection, emphasising -high-breakdown- methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.

目次

Simple Regression. Multiple Regression. The Special Case of One--Dimensional Location. Algorithms. Outlier Diagnostics. Related Statistical Techniques. References. Index.

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