Robust Statistics

The Approach Based on Influence Functions

Frank R. Hampel, Elvezio Ronchetti, Peter J. Rousseeuw, Werner A. Stahel

520 pages, parution le 03/06/2005

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Résumé

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.

L'auteur - Frank R. Hampel

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

L'auteur - Elvezio Ronchetti

Elvezio M. Ronchetti, PhD, is Professor of Statistics in the Department of Econometrics at the University of Geneva in Switzerland.

L'auteur - Peter J. Rousseeuw

Peter J. Rousseeuw, PhD, is Professor in the Department of Mathematics and Computer Science at the University of Antwerp in Belgium.

L'auteur - Werner A. Stahel

Werner A. Stahel, PhD, is Professor at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.

Sommaire

Introduction and Motivation
One-Dimensional Estimators
One-Dimensional Tests
Multidimensional Estimators
Estimation of Covariance Matrices and Multivariate Location
Linear Models: Robust Estimation
Linear Models: Robust Testing
Complements and Outlook

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Frank R. Hampel, Elvezio Ronchetti, Peter J. Rousseeuw, Werner A. Stahel
Parution	03/06/2005
Nb. de pages	520
Format	15,5 x 23,5
Couverture	Broché
Poids	685g
Intérieur	Noir et Blanc
EAN13	9780471735779
ISBN13	978-0-471-73577-9