The problem of outliers is one of the oldest in statistics, and during the last century and a half interest in it has waxed and waned several times. Currently it is once again an active research area after some years of relative neglect, and recent work has solved a number of old problems in outlier theory, and identified new ones. The major results are, however, scattered amongst many journal articles, and for some time there has been a clear need to bring them together in one place. That was the original intention of this monograph: but during execution it became clear that the existing...
The problem of outliers is one of the oldest in statistics, and during the last century and a half interest in it has waxed and waned several times. C...
Time-series analysis is an area of statistics which is of particular interest at the present time. Time series arise in many different areas, ranging from marketing to oceanography, and the analysis of such series raises many problems of both a theoretical and practical nature. I first became interested in the subject as a postgraduate student at Imperial College, when I attended a stimulating course of lectures on time-series given by Dr. (now Professor) G. M. Jenkins. The subject has fascinated me ever since. Several books have been written on theoretical aspects of time-series analysis....
Time-series analysis is an area of statistics which is of particular interest at the present time. Time series arise in many different areas, ranging ...
The biggest single influence on the development of the subject of design of experiments over the past quarter-century has been the availability of computers. Prior to the computer it was essential that any design had a straightforward method of analysis, which meant that the mathematical and combinatorial properties of the designs were of primary importance. Many of the designs proposed and studied also possessed important statistical properties and thus continue to be practically useful but, now that ease of analysis is less important, a very large number of these designs no longer have any...
The biggest single influence on the development of the subject of design of experiments over the past quarter-century has been the availability of com...
The theory of risk already has its traditions. A review of its classical results is contained in Bohlmann (1909). This classical theory was associated with life insurance mathematics, and dealt mainly with deviations which were expected to be produced by random fluctua- tions in individual policies. According to this theory, these deviations are discounted to some initial instant; the square root of the sum of the squares of the capital values calculated in this way then gives a measure for the stability of the portfolio. A theory constituted in this manner is not, however, very appropriate...
The theory of risk already has its traditions. A review of its classical results is contained in Bohlmann (1909). This classical theory was associated...
