Robust Statistics / Edition 1

Robust Statistics / Edition 1

by Peter J. Huber
     
 

Robust Statistics, Second Edition includes four new chapters on the following topics: robust tests; small sample asymptotics; breakdown point; and Bayesian robustness. A new section on time series has also been included. The first edition of this book was the first systematic, book-length treatment of robust statistics. The book begins with a general introduction… See more details below

Overview

Robust Statistics, Second Edition includes four new chapters on the following topics: robust tests; small sample asymptotics; breakdown point; and Bayesian robustness. A new section on time series has also been included. The first edition of this book was the first systematic, book-length treatment of robust statistics. The book begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. A solid foundation of robust statistics for both the theoretical and the applied statistician is provided. The book successfully reorganizes, summarizes, and extends information that has been available in part thus far. Concepts are stressed throughout rather than mathematical completeness, and selected numerical algorithms for computing robust estimates, as well as convergence proofs, are provided. Quantitative robustness information for a variety of estimates is contained within tables throughout.

Product Details

ISBN-13:
9780471650720
Publisher:
Wiley
Publication date:
10/31/2003
Series:
Wiley Series in Probability and Statistics Series, #523
Pages:
328
Product dimensions:
5.98(w) x 9.11(h) x 0.64(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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