Robust statistical methods with R. (2006)

• Record Type: Book
• Further Information: Note: Jana Jurečková, Jan Picek.
• Other Names: Jurečková, Jana, 1940-; Picek, Jan, 1965-
• Contents: INTRODUCTION; MATHEMATICAL TOOLS OF ROBUSTNESS; Statistical Model; Illustration on Statistical Estimation; Statistical Functional; Fisher's Consistency; Some Distances of Probability Measures; Relations between Distances; Differentiable Statistical Functionals; Gâteau Derivative; Fréchet Derivative; Hadamard (Compact) Derivative; Large Sample Distribution of Empirical Functional; Computation and Software Notes; Problems and Complements; ; BASIC CHARACTERISTICS OF ROBUSTNESS; Influence Function; Discretized Form of Influence Function; Qualitative Robustness; Quantitative Characteristics of Robustness Based on Influence Function; Maximum Bias; Breakdown Point; Tail-Behavior Measure of a Statistical Estimator; Variance of Asymptotic Normal Distribution; Problems and Complements; ; ROBUST ESTIMATORS OF REAL PARAMETER; Introduction; M-Estimators; M-Estimator of Location Parameter; Finite Sample Minimax Property of M-Estimator; Moment Convergence of M-Estimators; Studentized M-Estimators; L-Estimators; Sequential M- and L-Estimators; R-Estimators; Numerical Illustration; Computation and Software Notes; Problems and Complements; ; ROBUST ESTIMATORS IN LINEAR MODEL; Introduction; Least Squares Method; M-Estimators; GM-Estimators; S-Estimators and MM-Estimators; L-Estimators, Regression Quantiles; Regression Rank Scores; Robust Scale Statistics; Estimators with High Breakdown Points; One-Step Versions of Estimators; Numerical Illustrations; Computation and Software Notes; Problems and Complements; ; MULTIVARIATE LOCATION MODEL; Introduction; Multivariate M-Estimators of Location and Scatter; High Breakdown Estimators of Multivariate Location and Scatter; Admissibility and Shrinkage; Numerical Illustrations and Software Notes; Problem and Complements; ; SOME LARGE SAMPLE PROPERTIES OF ROBUST PROCEDURES; Introduction; M-Estimators; L-Estimators; R-Estimators; Interrelationships of M-, L-, and R-Estimators; Minimaximally Robust Estimators; Problems and Complements; ; SOME GOODNESS-OF-FIT TESTS; Introduction; Tests of Normality of the Shapiro-Wilk Type with Nuisance Regression and Scale Parameters; Goodness-of-Fit Tests for General Distribution with Nuisance Regression and Scale; Numerical Illustration; Computation and Software Notes; ; APPENDIX A: R SYSTEM; Brief R Overview; ; REFERENCES; SUBJECT INDEX; AUTHOR INDEX
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2006
• Extent: 1 online resource (xi, 193 pages), illustrations
• Subjects: 519.5; Robust statistics; R (Computer program language) -- Statistical methods; MATHEMATICS -- Probability & Statistics -- General; Statistics; Electronic books
• Languages: English
• ISBNs: 1420035134; 9781420035131; 1584884541; 9781584884545
• Notes: Note: Includes bibliographical references (pages 181-190) and indexes.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.