Then we give some asymptotic and finite sample minimax results for estimation and testing.
The material is complemented by miscellaneous remarks on: computational aspects; other estimates; scale, regression, time series and other estimation problems; some tentative practical recommendations. Source Ann. Zentralblatt MATH identifier JSTOR links.
Huber, Peter J.
Separating the Signal from the Noise: Robust Statistics for Pedestrians | R-bloggers
More by Peter J. Edited by M.
Hubert, G. Pison, A.
Rethinking Robust Statistics with Modern Bayesian Methods
Struyf and S. Van Aelst.
Robust Box-Cox transformations based on minimum residual autocorrelation. Computational Statistics and Data Analysis, 50, pp Consistency of the robust residual autocorrelation estimate of a transformation parameter.
TRFMCE is a library of S functions for the computation of the robust response transformation based on optimal prediction. Journal of the American Statistical Association, , pp.
IUMSP www. Software for robust statistics.
Z program sources for S-Plus 3. Binary files and interface for S-Plus 4. Unlike other books on the market, Robust Statistics: Theory and Methods with R offers the most comprehensive, definitive, and up-to-date treatment of the subject.
- Applied Economics and Public Policy (Department of Applied Economics Occasional Papers).
- Robustness in Learning and Statistics: Past and Future?
- Explore our Catalog.
- Junkers Ju 88 AD.
- How to Plan, Setup, and Execute a Successful Webinar;
- Theory and Methods (with R).
It features chapters on estimating location and scale; measuring robustness; linear regression with fixed and with random predictors; multivariate analysis; generalized linear models; time series; numerical algorithms; and asymptotic theory of M-estimates. Robust Statistics aims to stimulate the use of robust methods as a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis.
It is an ideal resource for researchers, practitioners, and graduate students in statistics, engineering, computer science, and physical and social sciences. KGaA - Betreiber - www. All rights reserved.