Robust Estimation and Testing

Robust Estimation and Testing

Author: Robert G. Staudte

Publisher: John Wiley & Sons

Published: 2011-09-15

Total Pages: 382

ISBN-13: 1118165497

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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.


Robust Statistical Procedures

Robust Statistical Procedures

Author: Peter J. Huber

Publisher: SIAM

Published: 1996-01-01

Total Pages: 77

ISBN-13: 9781611970036

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Here is a brief, well-organized, and easy-to-follow introduction and overview of robust statistics. Huber focuses primarily on the important and clearly understood case of distribution robustness, where the shape of the true underlying distribution deviates slightly from the assumed model (usually the Gaussian law). An additional chapter on recent developments in robustness has been added and the reference list has been expanded and updated from the 1977 edition.


Handbook of Statistical Methods for Engineers and Scientists

Handbook of Statistical Methods for Engineers and Scientists

Author: Harrison M. Wadsworth

Publisher: McGraw Hill Professional

Published: 1998

Total Pages: 812

ISBN-13: 9780070676787

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Statistical methods are made easier for engineers and scientists in this highly respected interdisciplinary reference. Covering a broad spectrum of statistical methods used at intermediate and advanced levels, the second edition features new sections on additional graphical tools, acceptance sampling, and the uses of new software. Matching how-to procedures to specific disciplines simplifies the application. Coverage of each statistical principle is followed by an example of its application. Users gain vital guidance on survey sampling, computer simulation, design and analysis of experiments, and more. Guidelines for organizing and managing a statistical consulting firm are included.


Robust Regression and Outlier Detection

Robust Regression and Outlier Detection

Author: Peter J. Rousseeuw

Publisher: John Wiley & Sons

Published: 2005-02-25

Total Pages: 329

ISBN-13: 0471725374

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WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "The writing style is clear and informal, and much of thediscussion is oriented to application. In short, the book is akeeper." –Mathematical Geology "I would highly recommend the addition of this book to thelibraries of both students and professionals. It is a usefultextbook for the graduate student, because it emphasizes both thephilosophy and practice of robustness in regression settings, andit provides excellent examples of precise, logical proofs oftheorems. . . .Even for those who are familiar with robustness, thebook will be a good reference because it consolidates the researchin high-breakdown affine equivariant estimators and includes anextensive bibliography in robust regression, outlier diagnostics,and related methods. The aim of this book, the authors tell us, is‘to make robust regression available for everyday statisticalpractice.’ Rousseeuw and Leroy have included all of thenecessary ingredients to make this happen." –Journal of the American Statistical Association


An R and S-Plus Companion to Applied Regression

An R and S-Plus Companion to Applied Regression

Author: John Fox

Publisher: SAGE

Published: 2002-06-05

Total Pages: 332

ISBN-13: 9780761922803

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"This book fits right into a needed niche: rigorous enough to give full explanation of the power of the S language, yet accessible enough to assign to social science graduate students without fear of intimidation. It is a tremendous balance of applied statistical "firepower" and thoughtful explanation. It meets all of the important mechanical needs: each example is given in detail, code and data are freely available, and the nuances of models are given rather than just the bare essentials. It also meets some important theoretical needs: linear models, categorical data analysis, an introduction to applying GLMs, a discussion of model diagnostics, and useful instructions on writing customized functions. " —JEFF GILL, University of Florida, Gainesville


Directions in Robust Statistics and Diagnostics

Directions in Robust Statistics and Diagnostics

Author: Werner Stahel

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 384

ISBN-13: 1461244447

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This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.


Introduction to Robust Estimation and Hypothesis Testing

Introduction to Robust Estimation and Hypothesis Testing

Author: Rand R. Wilcox

Publisher: Academic Press

Published: 2012-01-12

Total Pages: 713

ISBN-13: 0123869838

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"This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--