ENGLISH

Robust Estimation and Testing

By Robert G. Staudte , Simon J. Sheather

Book information

Publisher
Wiley-Interscience
Year
1990
ISBN
0471855472, 9780471855477
LCC
QA276.8 .S74 1990
Google Books ID
ewt_QgAACAAJ
Open Library ID
OL2213810M
Language
english
Format
PDF
Filesize
10 MB (10795161 bytes)
Series
Wiley Series in Probability and Statistics
Edition
1
Pages
382\382
Orientation
yes
Scanned
yes
Time added
2012-02-04 16:00:00

Description

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 advantages 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.

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