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Robust Regression and Outlier Detection - Peter J. Rousseeuw, Annick M. Leroy

Robust Regression and Outlier Detection

Buch | Softcover
368 Seiten
2003
Wiley-Interscience (Verlag)
978-0-471-48855-2 (ISBN)
CHF 229,95 inkl. MwSt
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This comprehensive book provides readers with an applications--oriented introduction to robust regression and outlier detection - emphasising A"high--breakdownA" 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.
WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

"The writing style is clear and informal, and much of the discussion is oriented to application. In short, the book is a keeper."
–Mathematical Geology

"I would highly recommend the addition of this book to the libraries of both students and professionals. It is a useful textbook for the graduate student, because it emphasizes both the philosophy and practice of robustness in regression settings, and it provides excellent examples of precise, logical proofs of theorems. . . .Even for those who are familiar with robustness, the book will be a good reference because it consolidates the research in high-breakdown affine equivariant estimators and includes an extensive bibliography in robust regression, outlier diagnostics, and related methods. The aim of this book, the authors tell us, is ‘to make robust regression available for everyday statistical practice.’ Rousseeuw and Leroy have included all of the necessary ingredients to make this happen."
–Journal of the American Statistical Association

Peter J. Rousseeuw, PhD, is currently a Professor at the University of Antwerp in Belgium. He received his PhD in Statistics in 1981. His research interests include the influence function approach to robust statistics and cluster analysis. Annick M. Leroy is affiliated with Vrije University in Brussels, Belgium.

1. Introduction. 2. Simple Regression.

3. Multiple Regression.

4. The Special Case of One-Dimensional Location.

5. Algorithms.

6. Outlier Diagnostics.

7. Related Statistical Techniques.

References.

Table of Data Sets. 

Index.

Erscheint lt. Verlag 22.9.2003
Reihe/Serie Wiley Series in Probability and Statistics
Sprache englisch
Maße 157 x 229 mm
Gewicht 474 g
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Naturwissenschaften Geowissenschaften Geologie
ISBN-10 0-471-48855-0 / 0471488550
ISBN-13 978-0-471-48855-2 / 9780471488552
Zustand Neuware
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