Huber Robust Statistics

1. Auflage 2005
ISBN: 978-0-471-72524-4
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 320 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

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

Autoren/Hrsg.

Huber, Peter J.

Inhaltsverzeichnis

1. Generalities.
2. The Weak Topology and Its Metrization.
3. The Basic Types of Estimates.
4. Asymptotic Minimax Theory for Estimating a LocationParameter.
5. Scale Estimates.
6. Multiparameter Problems, In Particular Joint Estimation ofLocation and Scale.
7. Regression.
8. Robust Covariance and Correlation Matrices.
9. Rubustness of Design.
10. Exact Finite Sample Results.
11. Miscellaneous Topics.
References.
Index.

Über Autor(innen)

Peter J. Huber was formerly a Professor of Statistics at Harvard University and ETH Zurich. Dr. Huber received his Ph.D. in Mathematics from ETH Zurich in 1961.