Robust Estimation and Testing

ISBN-13: 9780471855477 / Angielski / Twarda / 1991 / 376 str.

Robert G. Staudte; Simon J. Sheather

Opis

Offering an introduction to the theory and methods of robust statistics at an intermediate level, this work aims to illustrate the need for robust procedures in a variety of statistical contexts, and to develop the techniques and concepts which will be useful in the future analysis of new statistical models and procedures. Emphasis is placed on the concepts of breakdown point and influence function of an estimator. Coverage is provided for the technique of expressing an estimator as a descriptive measure, from which its influence function can be easily derived.

Spis treści

The Field of Statistics.

Estimating Scale––Finite Sample Results.

Estimating Scale––Asymptotic Results.

Location–Dispersion Estimation.

Testing for a Location Parameter.

The Two–Sample Problem.

Regression.

Appendices.

References.

Author Index.

Subject Index.