Robust estimation and testing
|責任表示||Robert G. Staudte, Simon J. Sheather|
|シリーズ||Wiley series in probability and mathematical statistics|
|出版者||New York : Wiley|
|大きさ||xix, 351 p. ; 24 cm. + 1 floppy disk (5 in.)|
|概要||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 adv...ntages 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. 続きを見る|
|一般注記||"A Wiley-Interscience publication."
Bibliography: p. 329-339
|著者標目||*Staudte, Robert G.
Sheather, Simon J.
|件 名||LCSH:Estimation theory