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Developments in Robust Statistics: International Conference on Robust Statistics 2001 Softcover reprint of the original 1st ed. 2003 [Pehme köide]

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  • Formaat: Paperback / softback, 431 pages, kõrgus x laius: 235x155 mm, kaal: 688 g, XVI, 431 p., 1 Paperback / softback
  • Ilmumisaeg: 30-Oct-2012
  • Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • ISBN-10: 3642632416
  • ISBN-13: 9783642632419
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  • Formaat: Paperback / softback, 431 pages, kõrgus x laius: 235x155 mm, kaal: 688 g, XVI, 431 p., 1 Paperback / softback
  • Ilmumisaeg: 30-Oct-2012
  • Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • ISBN-10: 3642632416
  • ISBN-13: 9783642632419
Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

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Springer Book Archives
Robust Time Series Estimation via Weighted Likelihood.- An Exchange
Algorithm for Computing the Least Quartile Difference Estimator.- Selected
Algorithms for Robust M and LRegression Estimators.- A Simple Test to
Identify Good Solutions of Redescending M Estimating Equations for
Regression.- Algorithms to Compute CM- and S-Estimates for Regression.-
Quantile Models and Estimators for Data Analysis.- Estimation in the
Generalized Poisson Model via Robust Testing.- A Comparison of Some New
Measures of Skewness.- Robust Inference Based on Quasi-likelihoods for
Generalized Linear Models and Longitudinal Data.- Robust Tools in SAS.-
Robustness Issues Regarding Content-corrected Tolerance Limits.-
Breakdown-point for Spatially and Temporally Correlated Observations.- On
Marginal Estimation in a Semiparametric Model for Longitudinal Data with
Time-independent Covariates.- Robust PCA for High-dimensional Data.-
Robustness Analysis in Forecasting of Time Series.- Lift-zonoid and
Multivariate Depths.- Asymptotic Distributions of Some Scale Estimators in
Nonlinear Models.- Robust Nonparametric Regression and Modality.- Computing a
High Depth Point in the Plane.- Robust Portfolio Optimization.- BootQC:
Bootstrap for Robust Analysis of Aviation Safety Data.- Optimal Weights of
Evidence with Bounded Influence.- Robust Estimators for Estimating
Discontinuous Functions.- Breakdown Point and Computation of Trimmed
Likelihood Estimators in Generalized Linear Models.- Comparison of Three
Methods for Robust Redundancy Analysis.- A Test for Normality Based on Robust
Regression Residuals.- Tests on Fractional Cointegration.- Robust Linear
Discriminant Analysis and the Projection Pursuit Approach.- Small Sample
Corrections for LTS and MCD.- Computation of the Multivariate Oja
Median.-Robust Estimation in the Linear Structural Relation Model: A Study on
Tuning Constants.- Control Charts for the Median and Interquartile Range.-
Unbiasedness in Least Quantile Regression.- Tests of Independence Based on
Sign and Rank Covariances.- Java and Computing for Robust Statistics.- A
Robust Hotelling Test.