ENGLISH

Robust regression and outlier detection

By Peter J. Rousseeuw , Annick M. Leroy

Book information

Publisher
Wiley
Year
1987
ISBN
9780471725374, 9780471852339, 0471852333
ISSN
0271-6356
LCC
QA278.2 .R68 1987
Open Library ID
OL2379697M
Language
english
Format
PDF
Filesize
15 MB (15899167 bytes)
Series
Wiley series in probability and mathematical statistics. Applied probability and statistics
Pages
347\347
Library
Kingdwarf
Time added
2010-01-07 06:59:20
Математика;Теория вероятностей и математическая ст

Description

Provides an applications-oriented introduction to robust regression and outlier detection, emphasising °high-breakdown° methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.

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