Hampel / Ronchetti et al. Robust Statistics P. John Wiley & Sons, 2005.
eng

Hampel / Ronchetti / Rousseeuw

Robust Statistics P

  • John Wiley & Sons
  • 2005
  • Taschenbuch
  • 536 Seiten
  • ISBN 9780471735779

Introducing concepts, theory, and applications, Robust Statistics is accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. The text 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. It 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. Robust Statistics is a leading-edge resource suitable for use both as a textbook or a reference on robust statistics for all practitioners and students.

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