Buch, Englisch, 410 Seiten, Format (B × H): 155 mm x 231 mm, Gewicht: 431 g
Buch, Englisch, 410 Seiten, Format (B × H): 155 mm x 231 mm, Gewicht: 431 g
ISBN: 978-0-367-38106-6
Verlag: CRC Press
Explaining the underpinnings of robust methods and recent theoretical developments, Methodology in Robust and Nonparametric Statistics provides a profound mathematically rigorous explanation of the methodology of robust and nonparametric statistical procedures.
Thoroughly up-to-date, this book
- Presents multivariate robust and nonparametric estimation with special emphasis on affine-equivariant procedures, followed by hypotheses testing and confidence sets
- Keeps mathematical abstractions at bay while remaining largely theoretical
- Provides a pool of basic mathematical tools used throughout the book in derivations of main results
The methodology presented, with due emphasis on asymptotics and interrelations, will pave the way for further developments on robust statistical procedures in more complex models. Using examples to illustrate the methods, the text highlights applications in the fields of biomedical science, bioinformatics, finance, and engineering. In addition, the authors provide exercises in the text.
Autoren/Hrsg.
Weitere Infos & Material
Introduction and Synopsis. Preliminaries. Robust Estimation of Location and Regression. Asymptotic Representations for L-Estimators. Asymptotic Representations for M-Estimators. Asymptotic Representations for R-Estimators. Asymptotic Interrelations of Estimators. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets.