Robust Regression And Outlier Detection (Wiley Series in Probability & Mathematical Statistics: Applied Probability & Statistics) - Hardcover

Rousseeuw, Peter-J

Hardcover

ISBN 10: 0471852333 ISBN 13: 9780471852339

Verlag: Wiley, 1987

Inhaltsangabe

Provides an applications-oriented introduction to robust regression and outlier detection, emphasising -high-breakdown- methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.

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"The writing style is clear and informal, and much of the discussion is oriented to application. In short, the book is a keeper."
Mathematical Geology

"I would highly recommend the addition of this book to the libraries of both students and professionals. It is a useful textbook for the graduate student, because it emphasizes both the philosophy and practice of robustness in regression settings, and it provides excellent examples of precise, logical proofs of theorems. . . .Even for those who are familiar with robustness, the book will be a good reference because it consolidates the research in high-breakdown affine equivariant estimators and includes an extensive 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 statistical practice. Rousseeuw and Leroy have included all of the necessary ingredients to make this happen."
Journal of the American Statistical Association

Details zur Ausgabe

• Verlag: Wiley
• Erscheinungsdatum: 1987
• ISBN 10: 0471852333
• ISBN 13: 9780471852339
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 352
• Kontakt zum Hersteller: Nicht verfügbar