Robust statistics theory and methods

Classical statistical techniques fail to cope well with deviations from a standard distribution. Robust statistical methods take into account these deviations while estimating the parameters of parametric models, thus increasing the accuracy of the inference. Research into robust methods is flourish...

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Bibliographic Details
Main Author: Maronna, Ricardo A.
Other Authors: Martin, R. Douglas, Yohai, Víctor J.
Format: eBook
Language:English
Published: John Wiley & Sons 2006
Series:Wiley series in probability and statistics
Subjects:
Online Access:
Collection: Wiley Online Books - Collection details see MPG.ReNa
Description
Summary:Classical statistical techniques fail to cope well with deviations from a standard distribution. Robust statistical methods take into account these deviations while estimating the parameters of parametric models, thus increasing the accuracy of the inference. Research into robust methods is flourishing, with new methods being developed and different applications considered. The book sets out to explain the use of robust methods and their theoretical justification. It provides an up-to-date overview of the theory and practical application of the robust statistical methods in regression, multivariate analysis, generalized linear models and time series.
Physical Description:437 S.
ISBN:9780470010921