Robust Statistics

Copyright © 2004 John Wiley & Sons, Inc. All rights reserved.

Robust Statistics

Author(s): Peter J. Huber

Published Online: 28 JAN 2005

Print ISBN: 9780471418054

Online ISBN: 9780471725251

DOI: 10.1002/0471725250

About this Book

Product Information

About The Product

The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.

Table of contents

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      Frontmatter (pages i–xi)

    2. Generalities (pages 1–19)

    3. The Weak Topology and its Metrization (pages 20–42)

    4. The Basic Types of Estimates (pages 43–72)

    5. Asymptotic Minimax Theory for Estimating a Location Parameter (pages 73–106)

    6. Scale Estimates (pages 107–126)

    7. Multiparameter Problems, in Particular Joint Estimation of Location and Scale (pages 127–152)

    8. Regression (pages 153–198)

    9. Robust Covariance and Correlation Matrices (pages 199–242)

    10. Robustness of Design (pages 243–252)

    11. Exact Finite Sample Results (pages 253–285)

    12. Miscellaneous Topics (pages 286–293)

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      References (pages 294–300)

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      Index (pages 301–308)

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      Wiley Series in Probability and Mathematics Statistics (pages 309–312)

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