UID:
almafu_9959327159302883
Format:
1 online resource (xix, 351 pages)
ISBN:
9781118165485
,
1118165489
,
9781118165492
,
1118165497
Content:
An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.
Note:
Front Matter -- The Field of Statistics -- Estimating Scale--Finite Sample Results -- Estimating Scale--Asymptotic Results -- Location₆Dispersion Estimation -- Testing for a Location Parameter -- The Two-Sample Problem -- Regression -- Appendix A: Linear Algebra Results -- Appendix B: Asymptotic Results -- Appendix C: Index of All Data Sets and Listing of Larger Data Files -- Appendix D: Minitab Macros -- References -- Author Index -- Subject Index -- Wiley Series in Probability and Mathematical Statistics.
Additional Edition:
Print version: Staudte, Robert G. Robust estimation and testing. New York : Wiley, ©1990 ISBN 0471855472
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118165485
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118165485
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118165485
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