Robust Statistics (Probability and Statistics Series) / Edition 1

Robust Statistics (Probability and Statistics Series) / Edition 1

by Peter J. Huber
     
 

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ISBN-10: 0471418056

ISBN-13: 9780471418054

Pub. Date: 04/01/1981

Publisher: Wiley

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

Overview

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.

Product Details

ISBN-13:
9780471418054
Publisher:
Wiley
Publication date:
04/01/1981
Series:
Wiley Series in Probability and Statistics Series , #56
Pages:
320
Product dimensions:
6.22(w) x 9.21(h) x 0.83(d)

Related Subjects

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.

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