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portada robust statistics: the approach based on influence functions
Type
Physical Book
Pages
536.00
ISBN
0471735779
ISBN13
9780471735779

robust statistics: the approach based on influence functions

Frank R. Hampel, Elvezio M. Ronchetti, Peter J. Rousseeuw (Author) · wiley-interscience · Physical Book

robust statistics: the approach based on influence functions - frank r. hampel, elvezio m. ronchetti, peter j. rousseeuw

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Synopsis "robust statistics: the approach based on influence functions"

a highly detailed, yet readable treatment of the growing field of robust statistics--the statistics of approximate parametric models. introducing concepts, theory, and applications, this work is designed to be accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. it 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. this book 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.

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