Directions in Robust Statistics and Diagnostics

Directions in Robust Statistics and Diagnostics
Author: Werner Stahel
Publisher: Springer Science & Business Media
Total Pages: 384
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461244447

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This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.

Directions in Robust Statistics and Diagnostics

Directions in Robust Statistics and Diagnostics
Author: Werner Stahel
Publisher: Springer
Total Pages: 0
Release: 2012-04-13
Genre: Mathematics
ISBN: 9781461568636

Download Directions in Robust Statistics and Diagnostics Book in PDF, Epub and Kindle

This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.

Robust Statistical Procedures

Robust Statistical Procedures
Author: Peter J. Huber
Publisher: SIAM
Total Pages: 77
Release: 1996-01-01
Genre: Mathematics
ISBN: 9781611970036

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Here is a brief, well-organized, and easy-to-follow introduction and overview of robust statistics. Huber focuses primarily on the important and clearly understood case of distribution robustness, where the shape of the true underlying distribution deviates slightly from the assumed model (usually the Gaussian law). An additional chapter on recent developments in robustness has been added and the reference list has been expanded and updated from the 1977 edition.

Robust Diagnostic Regression Analysis

Robust Diagnostic Regression Analysis
Author: Anthony Atkinson
Publisher: Springer Science & Business Media
Total Pages: 342
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461211603

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Graphs are used to understand the relationship between a regression model and the data to which it is fitted. The authors develop new, highly informative graphs for the analysis of regression data and for the detection of model inadequacies. As well as illustrating new procedures, the authors develop the theory of the models used, particularly for generalized linear models. The book provides statisticians and scientists with a new set of tools for data analysis. Software to produce the plots is available on the authors website.

Algorithms, Routines, and S-Functions for Robust Statistics

Algorithms, Routines, and S-Functions for Robust Statistics
Author: Alfio Marazzi
Publisher: CRC Press
Total Pages: 452
Release: 1993-02-01
Genre: Mathematics
ISBN: 9780412079917

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ROBETH (written in ANSI FORTRAN 77) is a systematized collection of algorithms that allows computation of a broad class of procedures based on M- and high-breakdown point estimation, including robust regression, robust testing of linear hypotheses, and robust coveriances. This book describes the computational procedures included in ROBETH. Each chapter is organized into three parts: 1. An overview of the theoretical background for the statistical and numerical methods 2. A detailed description of the corresponding FORTRAN subroutines and of the numerical algorithms as they are implemented 3. The scripts of several examples concerning the use of ROBETH by means of the S-PLUS interface, including some examples of high-level S functions.