Robust Estimation and Testing

By Robert G. Staudte, Simon J. Sheather | Publisher: Wiley

About the book

An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

Editions of Robust Estimation and Testing

Hardcover
ISBN 9780471855477
EBook
ISBN 9781118165485
EBook
ISBN 9781118165492

Read an Excerpt

An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

Frequently Asked Questions

What is Robust Estimation and Testing about?

An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.

What core themes, tropes, or subjects are explored in Robust Estimation and Testing?

Mathematics and Science > Mathematics > Probability and statistics

Where can I read a sample of Robust Estimation and Testing?

You can read an official preview of the few pages here https://www.book2look.com/book/9780471855477

Is Robust Estimation and Testing part of a series, and can it be read as a standalone?

Yes it is a part of series Wiley Series in Probability and Statistics

Who is/are the Author/s of the book Robust Estimation and Testing?

Robert G. Staudte, Simon J. Sheather

Who is the Publisher of the book Robust Estimation and Testing?

Wiley

What are the ISBN numbers for the physical and digital editions?

Robust Estimation and Testing is available as hardcover(ISBN 9780471855477) and ebook(ISBN 9781118165485) and ebook(ISBN 9781118165492)

Where can I buy Robust Estimation and Testing online or support local independent bookshops?

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Where can I buy Robust Estimation and Testing?