Robust Regression and Outlier Detection
Seiten
2005
John Wiley & Sons Inc (Hersteller)
9780471725381 (ISBN)
John Wiley & Sons Inc (Hersteller)
9780471725381 (ISBN)
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Provides an applications-oriented introduction to robust regression and outlier detection, emphasising methods which can cope with a sizeable fraction of contamination. This work covers robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields.
This work provides an applications-oriented introduction to robust regression and outlier detection, emphasising - high-breakdown - methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. The exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. The chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.
This work provides an applications-oriented introduction to robust regression and outlier detection, emphasising - high-breakdown - methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. The exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. The chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.
Peter J. Rousseeuw, PhD, is currently a Professor at the University of Antwerp in Belgium. He received his PhD in Statistics in 1981. His research interests include the influence function approach to robust statistics and cluster analysis. Annick M. Leroy is affiliated with Vrije University in Brussels, Belgium.
Simple Regression. Multiple Regression. The Special Case of One--Dimensional Location. Algorithms. Outlier Diagnostics. Related Statistical Techniques. References. Index.
| Erscheint lt. Verlag | 1.2.2005 |
|---|---|
| Verlagsort | New York |
| Sprache | englisch |
| Gewicht | 10 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| ISBN-13 | 9780471725381 / 9780471725381 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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