Description
"This is a nice book containing a wealth of information, much of it due to the authors. . . . If an instructor designing such a course wanted a textbook, this book would be the best choice available. . . . There are many stimulating exercises, and the book also contains an excellent index and an extensive list of references."
-Technometrics
"[This] book should be read carefully by anyone who is interested in dealing with statistical models in a realistic fashion."
-American Scientist
Introducing concepts, theory, and applications, Robust Statistics is accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. The text covers the approach based on the influence function (the effect of an outlier on an estimater, for example) and related notions such as the breakdown point. It also treats the change-of-variance function, fundamental concepts and results in the framework of estimation of a single parameter, and applications to estimation of covariance matrices and regression parameters.
About the Author
FRANK R. HAMPEL, PhD, is Professor of Statistics in the Department of Mathematics at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.
ELVEZIO M. RONCHETTI, PhD, is Professor of Statistics in the Department of Econometrics at the University of Geneva in Switzerland.
PETER J. ROUSSEEUW, PhD, is Professor in the Department of Mathematics and Computer Science at the University of Antwerp in Belgium.
WERNER A. STAHEL, PhD, is Professor at the Swiss Federal Institute of Technology (ETH) Zurich, Switzerland.
Book Information
ISBN 9780471735779
Author Frank R. Hampel
Format Paperback
Page Count 536
Imprint Wiley-Interscience
Publisher John Wiley & Sons Inc
Weight(grams) 753g
Dimensions(mm) 235mm * 158mm * 26mm
