Developments in Robust Statistics
Editat de Rudolf Dutter, Peter Filzmoser, Ursula Gather, Peter J. Rousseeuwen Limba Engleză Paperback – 30 oct 2012
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Specificații
ISBN-13: 9783642632419
ISBN-10: 3642632416
Pagini: 452
Ilustrații: XVI, 431 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.68 kg
Ediția:Softcover reprint of the original 1st ed. 2003
Editura: Physica
Locul publicării:Heidelberg, Germany
ISBN-10: 3642632416
Pagini: 452
Ilustrații: XVI, 431 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.68 kg
Ediția:Softcover reprint of the original 1st ed. 2003
Editura: Physica
Locul publicării:Heidelberg, Germany
Public țintă
ResearchCuprins
Robust Time Series Estimation via Weighted Likelihood.- An Exchange Algorithm for Computing the Least Quartile Difference Estimator.- Selected Algorithms for Robust M— and L—Regression Estimators.- A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression.- Algorithms to Compute CM- and S-Estimates for Regression.- Quantile Models and Estimators for Data Analysis.- Estimation in the Generalized Poisson Model via Robust Testing.- A Comparison of Some New Measures of Skewness.- Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data.- Robust Tools in SAS.- Robustness Issues Regarding Content-corrected Tolerance Limits.- Breakdown-point for Spatially and Temporally Correlated Observations.- On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates.- Robust PCA for High-dimensional Data.- Robustness Analysis in Forecasting of Time Series.- Lift-zonoid and Multivariate Depths.- Asymptotic Distributions of Some Scale Estimators in Nonlinear Models.- Robust Nonparametric Regression and Modality.- Computing a High Depth Point in the Plane.- Robust Portfolio Optimization.- BootQC: Bootstrap for Robust Analysis of Aviation Safety Data.- Optimal Weights of Evidence with Bounded Influence.- Robust Estimators for Estimating Discontinuous Functions.- Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models.- Comparison of Three Methods for Robust Redundancy Analysis.- A Test for Normality Based on Robust Regression Residuals.- Tests on Fractional Cointegration.- Robust Linear Discriminant Analysis and the Projection Pursuit Approach.- Small Sample Corrections for LTS and MCD.- Computation of the Multivariate Oja Median.-Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants.- Control Charts for the Median and Interquartile Range.- Unbiasedness in Least Quantile Regression.- Tests of Independence Based on Sign and Rank Covariances.- Java and Computing for Robust Statistics.- A Robust Hotelling Test.
Caracteristici
Presents newest developments and applications of Robust Statistics Authored by leading scientists, experienced researchers and practitioners Includes supplementary material: sn.pub/extras