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Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910139576103321 |
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910830171303321 |
|
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather
| Robust estimation and testing [[electronic resource] /] / Robert G. Staudte, Simon J. Sheather |
| Autore | Staudte Robert G |
| Pubbl/distr/stampa | New York, : Wiley, c1990 |
| Descrizione fisica | 1 online resource (382 p.) |
| Disciplina |
519.5
519.5/44 519.544 |
| Altri autori (Persone) | SheatherSimon J |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Estimation theory
Robust statistics |
| ISBN |
1-283-27998-3
9786613279989 1-118-16548-9 1-118-16549-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Robust Estimation and Testing; Contents; 1. The Field of Statistics; 1.1 The Role of Statistics in Scientific Inference; 1.1.1 The Scientific Method; 1.1.2 Statistical Support for the Scientific Method; 1.1.3 The Significance of a Result; 1.1.4 The Challenge to Statisticians; 1.2 Recent Trends in Statistics; 1.2.1 Mathematical Statistics; 1.2.2 The Impact of Computers; 1.2.3 Robust Statistics; 1.3 The Case for Descriptive Measures; 1.3.1 Nonparametric Neighborhoods of Parametric Models; 1.3.2 Descriptive Measures; 1.4 The Domain and Range of This Book; 1.5 Problems; 1.6 Complements
1.6.1 Other Approaches to Robust Statistics1.6.2 Significance of an Experimental Result; 2. Estimating Scale-Finite Sample Results; 2.1 Examples; 2.2 Scale Parameter Families; 2.2.1 Definitions and Properties; 2.2.2 Examples of Continuous Scale Parameter Families; 2.3 Finite Sample Properties of Estimators; 2.3.1 Unbiasedness, Scale Equivariance, and Mean Squared Error; 2.3.2 Estimators of an Exponential Scale Parameter; 2.3.3 Mixture Models for Contamination; 2.3.4 Simulation Results; 2.3.5 Finite Sample Breakdown Point; 2.4 Standard Errors, the Bootstrap 2.4.1 Traditional Estimates of Standard Error2.4.2 Bootstrap Estimates of Standard Error; 2.4.3 An Illustration of Bootstrap Calculations; 2.4.4 Evaluating the Standard Error Estimates; 2.5 Problems; 2.6 Complements; 2.6.1 The Breakdown Point; 2.6.2 Further Developments on the Bootstrap; 3. Estimating Scale-Asymptotic Results; 3.1 Consistency, Asymptotic Normality, and Efficiency; 3.1.1 Representing Estimators by Descriptive Measures; 3.1.2 Consistency, Asymptotic Normality, and Relative Efficiency; 3.2 Robustness Concepts; 3.2.1 The Breakdown Point; 3.2.2 The Influence Function 3.2.3* L-Estimators3.2.4* Qualitative Robustness; 3.2.5 Concluding Remarks; 3.3 Descriptive Measures of Scale; 3.3.1 Measures of Scale; 3.3.2 Efficiency in Terms of Standardized Variance; 3.3.3 Simulation Results; 3.3.4 Summary; 3.4* Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family; 3.4.1 The Relative Efficiency Approach; 3.4.2 The Infinitesimal Approach; 3.5 Estimates of Standard Error; 3.5.1 Influence Function Estimates; 3.5.2 Bootstrap Estimates of Standard Error; 3.6 Problems; 3.7 Complements; 3.7.1 Sensitivity Curve 3.7.2 Resistant Estimates and Qualitative Robustness3.7.3 Standard and Nonstandard Errors; 4. Location-Dispersion Estimation; 4.1 Introduction and Examples; 4.1.1 Some Initial Questions; 4.1.2 Examples; 4.2 Location-Scale Parameter Families; 4.2.1 Definitions and Properties; 4.2.2 Examples of Location-Scale Families; 4.3 Estimators of Location; 4.3.1 Descriptive Measures of Location; 4.3.2 L-Estimators; 4.3.3 M-Estimators; 4.3.4 R-Estimators; 4.4 Estimators of Dispersion; 4.4.1 Descriptive Measures of Dispersion; 4.4.2 Performance of Some Dispersion Estimators 4.5 Joint Estimation of Location and Dispersion |
| Record Nr. | UNINA-9910841636403321 |
|
Staudte Robert G
|
||
| New York, : Wiley, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||