Robust Statistics - Peter J. Huber

Robust Statistics

(Autor)

Buch | Softcover
328 Seiten
2003
John Wiley & Sons Inc (Verlag)
978-0-471-65072-0 (ISBN)
99,51 inkl. MwSt
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Provides introduction and the formal mathematical background behind qualitative and quantitative robustness. This book presents numerical algorithms for computing robust estimates, as well as convergence proofs.
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.

Peter J. Huber was formerly a Professor of Statistics at Harvard University and ETH Zurich. Dr. Huber received his Ph.D. in Mathematics from ETH Zurich in 1961.

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.

Erscheint lt. Verlag 20.1.2004
Reihe/Serie Wiley-Interscience
Wiley Series in Probability and Statistics
Verlagsort New York
Sprache englisch
Maße 154 x 232 mm
Gewicht 369 g
Einbandart Paperback
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 0-471-65072-2 / 0471650722
ISBN-13 978-0-471-65072-0 / 9780471650720
Zustand Neuware
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