Книга Robust Statistics

  • Жанр: Математика
  • ISBN: 9780471725244
  • Издательство: John Wiley & Sons Limited
The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.