Robust Statistics

Name: Robust Statistics
SKU: 2470838
Price: 411.00 NZD
Availability: InStock

The Approach Based on Influence Functions

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Format:

Paperback / softback

Series:

Wiley Series in Probability and Statistics

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Description

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.

Author Biography:

FRANK R. HAMPEL, PhD, is Professor of Statistics in the Department of Mathematics at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland. 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.

Release date NZ

May 10th, 2005

Author

Audience

Professional & Vocational

Pages

536

Series

Wiley Series in Probability and Statistics

Dimensions

158x235x26

ISBN-13

9780471735779

Product ID

2470838

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