Robust Statistical Procedures : Asymptotics and Interrelations

Authors:Jana Jurecková, Pranab Kumar Sen

Summary:Theoretical researchers and applied statisticians differ in their assessment of robustness, resulting in a diversity of concepts and interpretations. This monograph aims to present diverse yet related ideas concerning robustness in a logically integrated and unified manner.

Print Book, English, 1996

Edition:View all formats and editions

Publisher: John Wiley & Sons, New York, 1996

Series:

Wiley series in probability and statistics

Physical Description:XIV, 466 p. ; 24 cm.

ISBN:

9780471822219, 0471822213

OCLC Number / Unique Identifier:638927200

Subjects:

Estadística

Estadísticas robustas

Estadística robusta

Contents:

ASYMPTOTICS AND INTERRELATIONS; Preliminaries; Robust Estimation of Location and Regression; Asymptotic Representations for L-Estimators; Asymptotic Representations for M-Estimators; Asymptotic Representations for R-Estimators; Asymptotic Interrelations of Estimators; ROBUST STATISTICAL INFERENCE; Robust Sequential and Recursive Point Estimation; Robust Confidence Sets and Intervals; Robust Statistical Tests; Appendix; References; Indexes.

Notes:

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