書誌事項

Robust statistics

Peter J. Huber

(Wiley-interscience paperback series)(Wiley series in probability and mathematical statistics)

John Wiley, c2004

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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.

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詳細情報

  • NII書誌ID(NCID)
    BA66519389
  • ISBN
    • 9780471650720
  • 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
    Hoboken, NJ
  • ページ数/冊数
    ix, 308 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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