Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)
Language: English
Published by Wiley-Interscience, 2005
Series: Book 85 of 358 - Wiley Series in Probability and Statistics
- Softcover
- New
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In English.
Seller Inventory # ria9780471735779_new
- Title
- Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)
- Author
- Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.
- Publisher
- Wiley-Interscience
- Publication year
- 2005
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0471735779
- ISBN 13
- 9780471735779
- Item weight
- 864 grams
- Series
- Book 85 of 358: Wiley Series in Probability and Statistics
"This is a nice book containing a wealth of information, much of it due to the authors. . . . If an instructor designing such a course wanted a textbook, this book would be the best choice available. . . . There are many stimulating exercises, and the book also contains an excellent index and an extensive list of references."
―Technometrics
"[This] book should be read carefully by anyone who is interested in dealing with statistical models in a realistic fashion."
―American Scientist
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.
"Synopsis" may belong to another edition of this title.
About the Author
ELVEZIO M. RONCHETTI, PhD, is Professor of Statistics in the Department of Econometrics at the University of Geneva in Switzerland.
PETER J. ROUSSEEUW, PhD, is Professor in the Department of Mathematics and Computer Science at the University of Antwerp in Belgium.
WERNER A. STAHEL, PhD, is Professor at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.
"About the title" may belong to another edition of this title.
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