Robust Statistics (Wiley Series in Probability and Statistics)

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9780471650720: Robust Statistics (Wiley Series in Probability and Statistics)

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.

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From the Inside Flap:

Although several leading scientists in the late nineteenth and early twentieth centuries possessed a clear, operational understanding of the idea of robust statistics, the field was not recognized as a legitimate area of investigation until the mid-1960s. Briefly, a statistical method that exhibits an insensitivity to deviation from its own assumptions, is robust. The present volume represents the first systematic, book-length exposition of the subject. The treatment here is theoretical, with the stress on concepts rather than on extensive mathematical completeness. Chapter 1 provides a general introduction and overview. Chapter 2 contains an account of the formal mathematical background behind qualitative and quantitative robustness. Chapter 3 introduces the M-, L-, and R-estimates, and Chapter 4 treats the asymptotic minimax theory for location estimates. Chapters 5 to 11 branch out in different directions and are basically self-contained, covering scale estimates, multiparameter problems, regression, robust covariance and correlation matrices, robustness of design, exact finite sample results, and miscellaneous topics. The text describes selected numerical algorithms for computing robust estimates, provides convergence proofs where possible, and includes numerous tables with quantitative robustness information for a variety of estimates. Robust Statistics reorganizes, summarizes and extends a wealth of material only partially available in published form, providing a solid foundation in robustness for statisticians, mathematicians and graduate students.

From the Back Cover:

WILEY-INTERSCIENCE PAPERBACK SERIES
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

From the Reviews of Robust Statistics

"Robust Statistics is required reading for anyone involved in robustness research or desiring to start a research program in robustness."
–Journal of the American Statistical Association

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Peter J. Huber
Editorial: Wiley-Interscience (2003)
ISBN 10: 0471650722 ISBN 13: 9780471650720
Usado Tapa blanda Primera edición Cantidad: 1
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Descripción Wiley-Interscience, 2003. Estado de conservación: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Nº de ref. de la librería 0471650722-2-4

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Peter J. Huber
Editorial: Wiley-Interscience (2003)
ISBN 10: 0471650722 ISBN 13: 9780471650720
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Descripción Wiley-Interscience, 2003. Paperback. Estado de conservación: Used: Good. Nº de ref. de la librería SONG0471650722

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