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Robust Regression and Outlier Detection (Wiley Series in Probability & Mathematical Statistics: Applied Probability & Statistics) Book
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.Read More
from£65.28 | RRP: * Excludes Voucher Code Discount Also available Used from £6.12
- 0471852333
- 9780471852339
- Peter J. Rousseeuw, Annick M. Leroy
- 2 December 1987
- John Wiley & Sons
- Hardcover (Book)
- 352
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