Methodology in Robust and Nonparametric Statistics

ISBN-13: 9780367381066 / Angielski / Miękka / 2019 / 410 str.

Jana Jurečkova; Pranab Sen; Jan Picek

Opis

Closely related to nonparametric methods, robust statistical methods are not unduly affected by data outliers or other small departures from model assumptions. This book presents a comprehensive overview of methodology for robust and nonparametric statistics. It covers both methods in parallel to demonstrate their relative strengths and weaknesses. Using examples to illustrate the methods, the text emphasizes applications in the fields of biomedical science, bioinformatics, finance, and engineering. The authors provide exercises in the text.

Spis treści

Introduction and Synopsis. Preliminaries. Robust Estimation of Location and Regression. Asymptotic Representations for L-Estimators. Asymptotic Representations for M-Estimators. Asymptotic Representations for R-Estimators. Asymptotic Interrelations of Estimators. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets.

O autorze

Jurečková, Jana; Sen, Pranab; Picek, Jan