Robust Statistics: The Approach Based on Influence Functions (Probability & Mathematical Statistics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Robust Statistics: The Approach Based on Influence Functions (Probability & Mathematical Statistics) Book

A highly detailed, yet readable treatment of the growing field of robust statistics--the statistics of approximate parametric models. Introducing concepts, theory, and applications, this work is designed to be accessible to a broad audience, avoiding allusions to high-powered mathematics while emphasizing ideas, heuristics, and background. It covers the approach based on the influence function (the effect of an outlier on an estimater, for example) and related notions such as the breakdown point. Also treats the change-of-variance function, fundamental concepts and results in the framework of estimation of a single parameter, and applications to estimation of covariance matrices and regression parameters.Read More

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