Robust Statistics: The Approach Based on Influence FunctionsISBN: 978-0-471-73577-9
Paperback
502 pages
April 2005
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
"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.