Robustness in Data Analysis: Criteria and Methods: 6 (Modern Probability & Statistics) - Hardcover

Shevlyakov, Georgy L.; Vilchevski, Nikita O.

Hardcover

ISBN 10: 9067643513 ISBN 13: 9789067643511

Publisher: VSP International Science Publishers, 2001

Synopsis

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

About this title

Synopsis

The field of mathematical statistics called robustness statistics deals with the stability of statistical inference under variations of accepted distribution models. Although robustness statistics involves mathematically highly defined tools, robust methods exhibit a satisfactory behaviour in small samples, thus being quite useful in applications. This volume addresses various topics in the field of robust statistics and data analysis, such as: a probability-free approach in data analysis; minimax variance estimators of location, scale, regression, autoregression and correlation; L1-norm methods; adaptive, data reduction, bivariate boxplot, and multivariate outlier detection algorithms; applications in reliability, detection of signals, and analysis of the sudden cardiac death risk factors. The text contains results related to robustness and data analysis technologies, including both theoretical aspects and practical needs of data processing.

Edition details

• Publisher: VSP International Science Publishers
• Publication date: 2001
• Language: English
• ISBN 10: 9067643513
• ISBN 13: 9789067643511
• Binding: Hardcover
• Number of pages: 318