Robust Statistics

Robust Statistics

Peter J. Huber


A re-creation of the vintage, groundbreaking publication on powerful statistics

Over twenty-five years after the e-book of its predecessor, Robust Statistics, moment variation keeps to supply an authoritative and systematic therapy of the subject. This new version has been completely up to date and improved to mirror the most recent advances within the box whereas additionally outlining the demonstrated conception and purposes for construction a pretty good beginning in powerful records for either the theoretical and the utilized statistician.

A accomplished creation and dialogue at the formal mathematical heritage in the back of qualitative and quantitative robustness is supplied, and next chapters delve into easy different types of scale estimates, asymptotic minimax concept, regression, powerful covariance, and powerful layout. as well as a longer therapy of sturdy regression, the second one variation good points 4 new chapters covering:

  • Robust Tests

  • Small pattern Asymptotics

  • Breakdown Point

  • Bayesian Robustness

An multiplied therapy of strong regression and pseudo-values is usually featured, and ideas, instead of mathematical completeness, are under pressure in each dialogue. chosen numerical algorithms for computing powerful estimates and convergence proofs are supplied during the publication, in addition to quantitative robustness details for numerous estimates. A common feedback part seems in the beginning of every bankruptcy and offers readers with considerable motivation for operating with the offered tools and techniques.

Robust Statistics, moment variation is a perfect publication for graduate-level classes at the subject. It additionally serves as a worthy reference for researchers and practitioners who desire to research the statistical examine linked to strong statistics.

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