Robustness in Data Analysis : Criteria and Methods
Georgy L. Shevlyakov
Bok Engelsk 2011 · Electronic books.
| Annen tittel | |
|---|---|
| Utgitt | Munchen : : De Gruyter Mouton, , 2011.
|
| Omfang | 1 online resource (324 p.)
|
| Opplysninger | Description based upon print version of record.. - ""Contents""; ""Foreword""; ""Preface""; ""1 Introduction""; ""1.1 General remarks""; ""1.2 Huber minimax approach""; ""1.3 Hampel approach""; ""2 Optimization criteria in data analysis: a probability-free approach""; ""2.1 Introductory remarks""; ""2.2 Translation and scale equivariant contrast functions""; ""2.3 Orthogonal equivariant contrast functions""; ""2.4 Monotonically equivariant contrast functions""; ""2.5 Minimal sensitivity to small perturbations in the data""; ""2.6 Affine equivariant contrast functions""; ""3 Robust minimax estimation of location""; ""3.1 Introductory remarks"". - ""3.2 Robust estimation of location in models with bounded variances""""3.3 Robust estimation of location in models with bounded subranges""; ""3.4 Robust estimators of multivariate location""; ""3.5 Least informative lattice distributions""; ""4 Robust estimation of scale""; ""4.1 Introductory remarks""; ""4.2 Measures of scale defined by functionals""; ""4.3 M-, L-, and R-estimators of scale""; ""4.4 Huber minimax estimator of scale""; ""4.5 Final remarks""; ""5 Robust regression and autoregression""; ""5.1 Introductory remarks""; ""5.2 The minimax variance regression"". - ""5.3 Robust autoregression""""5.4 Robust identification in dynamic models""; ""5.5 Final remarks""; ""6 Robustness of L1-norm estimators""; ""6.1 Introductory remarks""; ""6.2 Stability of L1-approximations""; ""6.3 Robustness of the L1-regression""; ""6.4 Final remarks""; ""7 Robust estimation of correlation""; ""7.1 Introductory remarks""; ""7.2 Analysis: Monte Carlo experiment""; ""7.3 Analysis: asymptotic characteristics""; ""7.4 Synthesis: minimax variance correlation""; ""7.5 Two-stage estimators: rejection of outliers plus classics""; ""8 Computation and data analysis technologies"". - ""8.1 Introductory remarks on computation""""8.2 Adaptive robust procedures""; ""8.3 Smoothing quantile functions by the Bernstein polynomials""; ""8.4 Robust bivariate boxplots""; ""9 Applications""; ""9.1 On robust estimation in the statistical theory of reliability""; ""9.2 Robust detection of signals based on optimization criteria""; ""9.3 Statistical analysis of sudden cardiac death risk factors""; ""Bibliography""; ""Index""
|
| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 9067643513
|
