Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté. Image fixe : sans médiation
Auteur(s) : Huber, Peter J. (1934-....)
Ronchetti, Elvezio M. (1955-....)
Titre(s) : Robust statistics [Texte imprimé] / Peter J. Huber, Elvezio M. Ronchetti
Édition : 2nd ed.
Publication : Hoboken (N.J.) : Wiley, cop. 2009
Description matérielle : 1 vol. (XVI-354 p.) : ill. ; 25 cm
Collection : Wiley series in probability and statistics
Lien à la collection : Wiley series in probability and statistics
Comprend : Generalities ; The weak topology and its metrization ; The basic types of estimates
; Asymptotic minimax theory for estimating location ; Scales estimates ; Multiparameter
problems, in particular joint estimation of location and scale ; Regression ; Robust
covariance and correlation matrices ; Robustness of design ; Exact finite sample
results ; Finite sample breakdown point ; Infinitesimal robustness ; Robust tests
; Small sample asymptotics ; Bayesian robustness.
Note(s) : Bibliogr.p. 333-344
"Robust Statistics, Second Edition includes four new chapters on the following topics:
robust tests; small sample asymptotics; breakdown point; and Bayesian robustness.
A new section on time series has also been included. The first edition of this book
was the first systematic, book-length treatment of robust statistics. The book begins
with a general introduction and the formal mathematical background behind qualitative
and quantitative robustness. A solid foundation of robust statistics for both the
theoretical and the applied statistician is provided. The book successfully reorganizes,
summarizes, and extends information that has been available in part thus far. Concepts
are stressed throughout rather than mathematical completeness, and selected numerical
algorithms for computing robust estimates, as well as convergence proofs, are provided.
Quantitative robustness information for a variety of estimates is contained within
tables throughout."--Jacket
Sujet(s) : Statistiques robustes
Indice(s) Dewey :
519.5 (23e éd.) = Statistique mathématique
Identifiants, prix et caractéristiques : ISBN 9780470129906. - ISBN 0470129905 (rel.)
Identifiant de la notice : ark:/12148/cb436777407
Notice n° :
FRBNF43677740
(notice reprise d'un réservoir extérieur)