Robust Statistical Procedures: Asymptotics and Interrelations - Hardcover

Jurecková, Jana; Sen, Pranab Kumar

Hardcover

ISBN 10: 0471822213 ISBN 13: 9780471822219

Publisher: Wiley-Interscience, 1996

Synopsis

A broad and unified methodology for robust statistics--with exciting new applications

Robust statistics is one of the fastest growing fields in contemporary statistics. It is also one of the more diverse and sometimes confounding areas, given the many different assessments and interpretations of robustness by theoretical and applied statisticians. This innovative book unifies the many varied, yet related, concepts of robust statistics under a sound theoretical modulation. It seamlessly integrates asymptotics and interrelations, and provides statisticians with an effective system for dealing with the interrelations between the various classes of procedures.

Drawing on the expertise of researchers from around the world, and covering over a decade's worth of developments in the field, Robust Statistical Procedures: Asymptotics and Interrelations:
* Discusses both theory and applications in its two parts, from the fundamentals to robust statistical inference
* Thoroughly explores the interrelations between diverse classes of procedures, unlike any other book
* Compares nonparametric procedures with robust statistics, explaining in detail asymptotic representations for various estimators
* Provides a timesaving list of mathematical tools for the problems under discussion
* Keeps mathematical abstractions to a minimum, in spite of its largely theoretical content
* Includes useful problems and exercises at the end of each chapter
* Offers strategies for more complex models when using robust statistical procedures
Self-contained and rounded in approach, this book is invaluable for both applied statisticians and theoretical researchers; for graduate students in mathematical statistics; and for anyone interested in the influence of this methodology.

About this title

From the Publisher

The incredibly rapid growth in this field has resulted in a vast diversity of concepts. The authors' purpose in writing this book is to present these diverse yet related ideas in a logically integrated and unified manner under a sound theoretical modulation. Using this objective, they demonstrate the broader setup of robustness by blending harmoniously asymptotics and interrelations.

Edition details

• Publisher: Wiley-Interscience
• Publication date: 1996
• ISBN 10: 0471822213
• ISBN 13: 9780471822219
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 466