Robust Estimates of Location (eBook)

Survey and Advances

David F. Andrews, Frank R. Hampel (Autoren)

eBook Download: PDF

2015 | 1. Auflage
384 Seiten
Princeton University Press (Verlag)
978-1-4008-6701-1 (ISBN)

Infos

Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying conditions. The theory of robust estimation is based on specified properties of specified estimators under specified conditions. This book was written as the result of a study undertaken to establish the interaction of these three components over as large a range as possible.Originally published in 1972.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Produkt-Details

• Erscheint lt. Verlag: 8.3.2015
• Reihe/Serie: Princeton Legacy Library
• Reihe/Serie: Princeton Legacy Library
• Verlagsort: Princeton
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Schlagworte: absolute value • Accuracy and precision • Approximation • Asymptote • asymptotic analysis • Asymptotic Theory • Bayes Estimator • Bayesian • Bias of an estimator • Big O notation • Calculation • coefficient • combination • Computation • Conditional probability distribution • Confidence interval • Convergence of random variables • Cramér–Rao bound • curvilinear coordinates • Decision Theory • degrees of freedom • Degrees of freedom (statistics) • Effectiveness • Efficient estimator • Empirical distribution function • equivalence class • estimation • Estimation theory • Estimator • expected value • Extrapolation • Extreme point • Fisher Information • For All Practical Purposes • Heavy-tailed distribution • Hypergeometric distribution • Indicator function • Interquartile range • Interval estimation • Invariant estimator • Lagrange multiplier • Likelihood Function • Likelihood-ratio test • Linear combination • linear interpolation • Location parameter • long tail • Main effect • Mathematical Optimization • Median absolute deviation • m-estimator • mid-range • Mixture distribution • Normal distribution • optimism • order statistic • Orthogonal basis • Outlier • pairwise • percentage • Percentage point • Point Estimation • Probability • Quantile • Quantity • Quartile • Rate of Convergence • Ratio • result • Robustness • robust regression • Robust Statistics • Sampling (Statistics) • scale invariance • scientific notation • Simple function • Simpson's rule • Special case • Spline interpolation • square root • standard deviation • Statistic • statistical significance • Stratified sampling • Suggestion • Summation • theory • Trimean • Trimmed Mean • truncation error • Uniform distribution (continuous) • Uniform distribution (discrete) • uniqueness • Upper and lower bounds • Variance • Weighted arithmetic mean • weighting • Winsorized mean • Winsorizing • Without loss of generality
• ISBN-10: 1-4008-6701-0 / 1400867010
• ISBN-13: 978-1-4008-6701-1 / 9781400867011