Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)

Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.

ISBN 10: 0471829218 / ISBN 13: 9780471829218

Edité par Wiley (edition 1), 1986

A propos de cet article

It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.

N° de réf. du vendeur 0471829218-11-1

Détails bibliographiques

• Titre: Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)
• Éditeur: Wiley (edition 1)
• Date de parution: 1986
• Langue: anglais
• ISBN à 10 chiffres: 0471829218
• ISBN à 13 chiffres: 9780471829218
• Reliure: Hardcover
• Édition: 1.
• État de l'article: Good

A propos de ce titre

Synopsis

An introduction to the concepts, theory and applications of robust statistics, providing a comprehensive account of the infinitesimal approach and insight into the robustness properties of existing procedures. The book describes the effect of an outlier on virtually all classical statistical models and covers related notions such as the breakdown point and the change-of-variance functions.

Présentation de l'éditeur

The Wiley–Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

"This is a nice book containing a wealth of information, much of it due to the authors. . . . If an instructor designing such a course wanted a textbook, this book would be the best choice available. . . . There are many stimulating exercises, and the book also contains an excellent index and an extensive list of references."
Technometrics

"[This] book should be read carefully by anyone who is interested in dealing with statistical models in a realistic fashion."
American Scientist

Introducing concepts, theory, and applications, Robust Statistics is accessible to a broad audience, avoiding allusions to high–powered mathematics while emphasizing ideas, heuristics, and background. The text covers the approach based on the influence function (the effect of an outlier on an estimater, for example) and related notions such as the breakdown point. It also treats the change–of–variance function, fundamental concepts and results in the framework of estimation of a single parameter, and applications to estimation of covariance matrices and regression parameters.