Robust Asymptotic Statistics - Couverture rigide

Livre 22 sur 160: Springer Series in Statistics

Rieder, Helmut

 
9783540942627: Robust Asymptotic Statistics
Couverture rigide
ISBN 10 : 3540942629 ISBN 13 : 9783540942627
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1994

Synopsis

This volume gives a rigorous account of the asymptotic theory of robust statistics, from the viewpoint of optimally robust functionals and their unbiased estimators and tests. By linking up the local asymptotic minimax criterion with further optimality, the author creates a powerful and unifying notion of robustness. Consequently, this volume gives a self-contained treatment of the main optimality results of asymptotic statistics, and supplies the necessary tools of convex optimization and weak convergence. The volume is an ideal reference for researchers who work in statistics and graduate students with a basic knowledge of probability and statistics. Some of the main topics covered are von Mises functionals, log-likelihoods, asymptotic statistics, nonparametric statistics, optimal influence curves, the constructional problem, and robust regression.

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

Présentation de l'éditeur

This volume gives a rigorous account of the asymptotic theory of robust statistics, from the viewpoint of optimally robust functionals and their unbiased estimators and tests. By linking up the local asymptotic minimax criterion with further optimality, the author creates a powerful and unifying notion of robustness. Consequently, this volume gives a self-contained treatment of the main optimality results of asymptotic statistics, and supplies the necessary tools of convex optimization and weak convergence. The volume is an ideal reference for researchers who work in statistics and graduate students with a basic knowledge of probability and statistics. Some of the main topics covered are: von Mises functionals, log-likelihoods, asymptotic statistics, nonparametric statistics, optimal influence curves, the constructional problem, and robust regression.

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

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
1994
Langue
anglais
ISBN 10 
3540942629
ISBN 13 
9783540942627
Reliure
Relié
Nombre de pages
412
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780387942629: Robust Asymptotic Statistics

Edition présentée

ISBN 10 :  0387942629 ISBN 13 :  9780387942629
Editeur : Springer Verlag, 1994
Couverture rigide