Robust Estimation and Testing

Offering an introduction to the theory and methods of robust statistics at an intermediate level, this work aims to illustrate the need for robust procedures in a variety of statistical contexts, and to develop the techniques and concepts which will be useful in the future analysis of new statistical models and procedures. Emphasis is placed on the concepts of breakdown point and influence function of an estimator. Coverage is provided for the technique of expressing an estimator as a descriptive measure, from which its influence function can be easily derived.

Author: Robert G. Staudte,Simon J. Sheather
Publisher: Wiley-Interscience
Published: 01/16/1991
Pages: 380
Binding Type: Hardcover
Weight: 1.55lbs
Size: 9.31h x 6.36w x 1.02d
ISBN: 9780471855477

About the Author

Robert G. Staudte and Simon J. Sheather are the authors of Robust Estimation and Testing, published by Wiley.