Introduction to Robust and Quasi-Robust Statistical Methods

Language: English

Published by Springer Berlin Heidelberg Nov 1983, 1983

3540128662 / 9783540128663

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Inhaltsangabe1. Introduction and Summary.- 1.1. History and main contributions.- 1.2. Why robust estimations .- 1.3. Summary.- A The Theoretical Background.- 2. Sample spaces, distributions, estimators.- 2.1. Introduction.- 2.2. Example.- 2.3. Metrics for probability distributions.- 2.4. Estimators seen as functionals of distributions.- 3. Robustness, breakdown point and influence function.- 3.1. Definition of robustness.- 3.2. Definition of breakdown point.- 3.3. The influence function.- 4. The jackknife method.- 4.1. Introduction.- 4.2. The jackknife advanced theory.- 4.3. Case study.- 4.4. Comments.- 5. Bootstrap methods, sampling distributions.- 5.1. Bootstrap methods.- 5.2. Sampling distribution of estimators.- B.- 6. Type M estimators.- 6.1. Definition.- 6.2. Influence function and variance.- 6.3. Robust M estimators.- 6.4. Robustness, quasi-robustness and non-robustness.- 6.4.1. Statement of the location problem.- 6.4.2. Least powers.- 6.4.3. Huber's function.- 6.4.4. Modification to Huber's proposal.- 6.4.5. Function 'Fair'.- 6.4.6. Cauchy-s function.- 6.4.7. Welsch-s function.- 6.4.8. 'Bisquare' function.- 6.4.9. Andrews's function.- 6.4.10. Selection of the -function.- 7. Type L estimators.- 7.1. Definition.- 7.2. Influence function and variance.- 7.3. The median and related estimators.- 8. Type R estimator.- 8.1. Definition.- 8.2. Influence function and variance.- 9. Type MM estimators.- 9.1. Definition.- 9.2. Influence function and variance.- 9.3. Linear model and robustness - Generalities.- 9.4. Scale of residuals.- 9.5. Robust linear regression.- 9.6. Robust estimation of multivariate location and scatter.- 9.7. Robust non-linear regression.- 9.8. Numerical methods.- 9.8.1. Relaxation methods.- 9.8.2. Simultaneous solutions.- 9.8.3 Solution of fixed-point and non-linear equations.- 10. Quantile estimators and confidence intervals.- 10.1. Quantile estimators.- 10.2. Confidence intervals.- 11. Miscellaneous.- 11.1. Outliers and their treatment.- 11.2. Analysis of variance, constraints on minimization.- 11.3. Adaptive estimators.- 11.4. Recursive estimators.- 11.5. Concluding remark.- 12. References.- 13. Subject index. 252 pp. Englisch.…

Seller Inventory # 9783540128663

Title
Introduction to Robust and Quasi-Robust Statistical Methods
Author
W. J. J. Rey
Publisher
Springer Berlin Heidelberg Nov 1983
Publication year
1983
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540128662
ISBN 13
9783540128663
Item weight
442 grams
Dimensions
244x170x14 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

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AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

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