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Construction Estimating - Robust Estimation and Testing

Robust Estimation and Testing

Robust Estimation and Testing
By Robert G. Staudte, Simon J. Sheather

List Price: $280.00
Price: $219.65 Details

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Book Description

An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.


Book Details

  • Amazon Sales Rank: #4253027 in Books
  • Brand: Robert G Staudte
  • Published on: 1990-06-21
  • Ingredients: Example Ingredients
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.33" h x .90" w x 6.32" l, 1.55 pounds
  • Binding: Hardcover
  • 376 pages

Features

  • Robust Estimation and Testing

Editorial Reviews

From the Publisher
An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.


Customer Reviews

Most helpful customer reviews

30 of 30 people found the following review helpful.
5robust statistical tests and even the bootstrap
By Michael R. Chernick
This book is well written and includes many practical examples and illustrations. It provides Minitab macros for computations and includes modern advances including the bootstrap. These macros are written out in an appendix and the data sets used are also listed in an appendix. The data and macros can be used on the computer throught the floppy diskette that comes attached to the book. The authors show exact calculations of the bootstrap distribution for the median. This is useful text that I referenced in my book on the bootstrap. The level of the book is intermediate and is appropriate for an advanced undergraduate or a graduate course in modern statistical inference. It covers both the robust estimation of location and scale and has a nice bibliography of the literature as of 1990. It also includes many advanced topics such as the two-sample problem, robust regression and time series. Chapter 1 introduces modern advances in statistics and provides motivation for robust methods. The authors emphasize the importance of computing in modern statistics but also provide a sound warning against the over-reliance on computers. They make a serious effort to mix theory and practice, covering the important asymptotic results and theoretical concepts and also providing practical examples mainly from biology and the physical sciences.

37 of 39 people found the following review helpful.
4good book over priced
By Deborah A. Chernick
For a good technical discussion of this book see my husband Michael Chernick's reviews. He buys too many books! I am only glad that he got this for the original list price which is about half the current $198. To pay nearly 200 dollars for a book of this size is really outrageous!

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