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Leroy, Annick M.

Robust Regression and Outlier Detection

Leroy, Annick M. - Robust Regression and Outlier Detection, e-bok

168,95€

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ISBN: 9780471725374
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Provides an applications-oriented introduction to robust regression and outlier detection, emphasising °high-breakdown° 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. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.

Nyckelord: MATHEMATICS / Probability & Statistics / General MAT029000

Författare
 
Utgivare
John Wiley and Sons, Inc.
Utgivningsår
2005
Språk
en
Utgåva
1
Serie
Wiley Series in Probability and Statistics
Kategori
Naturvetenskaper
Format
E-bok
eISBN (PDF)
9780471725374
Tryckt ISBN
9780471852339

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