Robust Statistics / Edition 1

Robust Statistics / Edition 1

by Peter J. Huber
     
 

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ISBN-10: 0471650722

ISBN-13: 9780471650720

Pub. Date: 10/31/2003

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 of

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:
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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