Multivariate Robust Statistics: Methods and Computation - Couverture souple

Todorov, Valentin; Filzmoser, Peter

 
9783838108148: Multivariate Robust Statistics: Methods and Computation
Couverture souple
ISBN 10 : 3838108140 ISBN 13 : 9783838108148
Editeur : Südwestdeutscher Verlag für Hochschulschriften, 2009

Synopsis

The goal of robust statistics is to develop methods that can cope with the presence of outliers in the data and nevertheless produce reasonable results. In this book some of the most popular robust multivariate methods are investigated and new methods are proposed. Their performance is evaluated and compared in a variety of situations. The focus is on high breakdown point methods for discriminant analysis, multivariate tests and their basis, the robust estimators for multivariate location and covariance. The routine use of robust methods in a wide area of application domains is unthinkable without the computational power of today’s personal computers and the availability of ready to use implementations of the algorithms. A unified computational platform organized as common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering is proposed. The concrete implementation is an object oriented framework for robust multivariate analysis developed in R, an environment for statistical computing and graphics (R Development Core Team, 2009).

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

Présentation de l'éditeur

The goal of robust statistics is to develop methods that can cope with the presence of outliers in the data and nevertheless produce reasonable results. In this book some of the most popular robust multivariate methods are investigated and new methods are proposed. Their performance is evaluated and compared in a variety of situations. The focus is on high breakdown point methods for discriminant analysis, multivariate tests and their basis, the robust estimators for multivariate location and covariance. The routine use of robust methods in a wide area of application domains is unthinkable without the computational power of today’s personal computers and the availability of ready to use implementations of the algorithms. A unified computational platform organized as common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering is proposed. The concrete implementation is an object oriented framework for robust multivariate analysis developed in R, an environment for statistical computing and graphics (R Development Core Team, 2009).

Biographie de l'auteur

Valentin Todorov is a Management Information Officer with theUnited Nations Industrial Development Organization (UNIDO). Hereceived a doctoral degree from Vienna University of Technology,Austria.Peter Filzmoser is a professor at Vienna University ofTechnology. He holds a doctoral degree and habilitation from thesame University.

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

Éditeur
Südwestdeutscher Verlag für Hochschulschriften
Date d'édition
2009
Langue
anglais
ISBN 10 
3838108140
ISBN 13 
9783838108148
Reliure
Broché
Nombre de pages
156
Coordonnées du fabricant
non disponible
Personne responsable
non disponible