1.

Record Nr.

UNINA9910146106203321

Autore

Huber Peter J.

Titolo

Robust statistics / / Peter J. Huber, Elvezio M. Ronchetti

Pubbl/distr/stampa

Hoboken, New Jersey : , : Wiley, , [2009]

©2009

ISBN

1-118-21033-6

1-282-36819-2

9786612368196

0-470-43469-4

0-470-43468-6

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (372 p.)

Collana

Wiley series in probability and statistics

Disciplina

519.5

Soggetti

Robust statistics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (pages 333-344) and index.

Nota di contenuto

ROBUST STATISTICS; CONTENTS; Preface; Preface to First Edition; 1 Generalities; 2 The Weak Topology and its Metrization; 3 The Basic Types of Estimates; 4 Asymptotic Minimax Theory for Estimating Location; 5 Scale Estimates; 6 Multiparameter Problems-in Particular Joint Estimation of Location and Scale; 7 Regression; 8 Robust Covariance and Correlation Matrices; 9 Robustness of Design; 10 Exact Finite Sample Results; 11 Finite Sample Breakdown Point; 12 Infinitesimal Robustness; 13 Robust Tests; 14 Small Sample Asymptotics; 15 Bayesian Robustness; References; Index

Sommario/riassunto

A new edition of the classic, groundbreaking book on robust statistics Over twenty-five years after the publication of its predecessor, Robust Statistics, Second Edition continues to provide an authoritative and systematic treatment of the topic. This new edition has been thoroughly updated and expanded to reflect the latest advances in the field while also outlining the established theory and applications for building a solid foundation in robust statistics for both the theoretical and the applied statistician. A comprehensive introduction and discussion on the formal mathem