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## Details

Material Type: | Internet resource |
---|---|

Document Type: | Book, Internet Resource |

All Authors / Contributors: |
Peter J Huber; Elvezio Ronchetti |

ISBN: | 9780470129906 0470129905 |

OCLC Number: | 236325889 |

Description: | xvi, 354 pages : illustrations ; 25 cm. |

Contents: | Generalities -- The weak topology and its metrization -- The basic types of estimates -- Asymptotic minimax theory for estimating location -- Scales estimates -- Multiparameter problems, in particular joint estimation of location and scale -- Regression -- Robust covariance and correlation matrices -- Robustness of design -- Exact finite sample results -- Finite sample breakdown point -- Infinitesimal robustness -- Robust tests -- Small sample asymptotics -- Bayesian robustness. |

Series Title: | Wiley series in probability and statistics. |

Responsibility: | Peter J. Huber, Elvezio M. Ronchetti. |

More information: |

### Abstract:

Robust Statistics, Second Edition includes four new chapters on the following topics: robust tests; small sample asymptotics; breakdown point; and Bayesian robustness. A new section on time series has also been included. The first edition of this book was the first systematic, book-length treatment of robust statistics.
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## Reviews

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Publisher Synopsis

"A comprehensive introduction and discussion on the formal mathematical background behind qualitative and quantitative robustness is provided, and subsequent chapters delve into basic types of scale estimates, asymptotic minimax theory, regression, robust covariance, and robust design ... it also serves as a valuable reference for researchers and practitioners who wish to study the statistical research associated with robust statistics" (Mathematical Reviews, 2010) Read more...

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by Hecuba updated 2015-01-19