Robust Estimation and Testing - Couverture rigide

Staudte, Robert G.; Sheather, Simon J.

 
9780471855477: Robust Estimation and Testing
Couverture rigide
ISBN 10 : 0471855472 ISBN 13 : 9780471855477
Editeur : Wiley-Interscience, 1990

Synopsis

An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Robert G. Staudte and Simon J. Sheather are the authors of Robust Estimation and Testing, published by Wiley.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley-Interscience
Date d'édition
1990
Langue
anglais
ISBN 10 
0471855472
ISBN 13 
9780471855477
Reliure
Relié
Nombre de pages
380
Coordonnées du fabricant
non disponible
Personne responsable
non disponible