Methodology in Robust and Nonparametric Statistics
Auteurs : Jurečková Jana, Sen Pranab, Picek Jan
Robust and nonparametric statistical methods have their foundation in fields ranging from agricultural science to astronomy, from biomedical sciences to the public health disciplines, and, more recently, in genomics, bioinformatics, and financial statistics. These disciplines are presently nourished by data mining and high-level computer-based algorithms, but to work actively with robust and nonparametric procedures, practitioners need to understand their background.
Explaining the underpinnings of robust methods and recent theoretical developments, Methodology in Robust and Nonparametric Statistics provides a profound mathematically rigorous explanation of the methodology of robust and nonparametric statistical procedures.
Thoroughly up-to-date, this book
- Presents multivariate robust and nonparametric estimation with special emphasis on affine-equivariant procedures, followed by hypotheses testing and confidence sets
- Keeps mathematical abstractions at bay while remaining largely theoretical
- Provides a pool of basic mathematical tools used throughout the book in derivations of main results
The methodology presented, with due emphasis on asymptotics and interrelations, will pave the way for further developments on robust statistical procedures in more complex models. Using examples to illustrate the methods, the text highlights applications in the fields of biomedical science, bioinformatics, finance, and engineering. In addition, the authors provide exercises in the text.
Introduction and Synopsis. Preliminaries. Robust Estimation of Location and Regression. Asymptotic Representations for L-Estimators. Asymptotic Representations for M-Estimators. Asymptotic Representations for R-Estimators. Asymptotic Interrelations of Estimators. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets. Robust Estimation: Multivariate Perspectives. Robust Tests and Confidence Sets.
Date de parution : 07-2012
15.6x23.4 cm
Date de parution : 09-2019
15.6x23.4 cm
Thème de Methodology in Robust and Nonparametric Statistics :
Mots-clés :
Distribution Function; Regression Quantiles; asymptotic; Asymptotic Theory; representation; Score Function; score; Linear Rank Statistics; function; Asymptotic Normality; distribution; Estimator Tn; normality; Asymptotic Linearity; regression; Robust Estimators; quantiles; Robust Statistical Inference; random; Finite Sample Breakdown Point; variable; Affine Equivariant; Weak Convergence; Sample Quantile; Regression Model; Breakdown Point; Stein Rule Estimator; Asymptotic Distribution; Preliminary Test Estimator; Asymptotic Distributional Risk; Affine Equivariant Estimator; Rank Dispersion; Hadamard Derivative; Hadamard Differentiable; Kruskal Wallis Rank Tests