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Robust statistics

Author: Peter J Huber; Elvezio Ronchetti
Publisher: Hoboken, N.J. : Wiley, ©2009.
Series: Wiley series in probability and statistics.
Edition/Format:   Book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:
"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. The book begins with a general introduction and the formal mathematical background behind  Read more...
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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 p. : ill. ; 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.
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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  Read more...

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"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 Read more...

 
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schema:reviewBody""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. The book begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. A solid foundation of robust statistics for both the theoretical and the applied statistician is provided. The book successfully reorganizes, summarizes, and extends information that has been available in part thus far. Concepts are stressed throughout rather than mathematical completeness, and selected numerical algorithms for computing robust estimates, as well as convergence proofs, are provided. Quantitative robustness information for a variety of estimates is contained within tables throughout."--Jacket."
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