Methodology in Robust and Nonparametric Statistics

AvJana Jureckova,Pranab Sen

Inbunden, Engelska, 2012

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Beskrivning

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 setsKeeps 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.

Produktinformation

Utgivningsdatum:2012-07-20
Mått:156 x 234 x 28 mm
Vikt:725 g
Format:Inbunden
Språk:Engelska
Antal sidor:410
Förlag:Taylor & Francis Inc
ISBN:9781439840689

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

Jure?ková, Jana; Sen, Pranab; Picek, Jan

Recensioner i media

"... a useful addition to the present theoretical literature on robust methods ..." -David E. Booth, Technometrics, November 2014 "... this book is very detailed and offers many ingenious ways to set up expansions for robust estimators leading to asymptotic properties of statistics. In view of the broadness of the study undertaken over a number of years, there is something for everyone. ... To help the reader assimilate the ideas, there are ample problems at the end of each chapter." -Brenton R. Clarke, Australian & New Zealand Journal of Statistics, 2014 "There were several ideas that are rarely presented in other texts, but that I found of special interest. Many of these appear in the extended material on rank tests and functionals, and I found the development of rank tests from the regression quantile dual to be especially fruitful and elegant. ... I have always found that mathematical results are the hardest part of statistics to learn (or to teach), and that the best way to do this is through a clear and very systematic development with a careful balance between breadth and conceptual simplicity. This text provides just such an approach for the area of robust statistics." -Stephen Portnoy, Journal of the American Statistical Association, September 2013 "In summary, this book is mathematically rigorous with emphasis on the asymptotic theory of robust statistical inference. It is an excellent book for more mathematically oriented readers who intend to do further study in the field. For practitioners in the pharmaceutical industry, a solid theoretical background in mathematics and statistics is needed in order to gain a thorough understanding of the topics covered." -Journal of Biopharmaceutical Statistics

Innehållsförteckning

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.