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Robust Statistics

Peter J. Huber (Autor)

Software / Digital Media

2005
John Wiley & Sons Inc (Hersteller)
9780471725251 (ISBN)

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Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stressing concepts, this work provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. The tables in it contain quantitative robustness information for a variety of estimates.

The first systematic, book-length treatment of the subject, "Robust Statistics" begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stressing concepts, it provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.

About the author PETER J. HUBER is Professor of Statistics at Harvard University, a position he has held since 1978. From 1964 to 1978 he was Professor of Statistics at 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	1.2.2005
Verlagsort	New York
Sprache	englisch
Maße	150 x 250 mm
Gewicht	666 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Statistik
ISBN-13	9780471725251 / 9780471725251
Zustand	Neuware