Robust Statistics

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1 Introduction 1 1.1 Classical and robust approaches to statistics 1 1.2 Mean and standard deviation 2 1.3 The “three-sigma edit” rule 5 1.4 Linear regression 7 1.4.1 Straight-line regression 7 1.4.2 Multiple linear regression 9 1.5 Correlation coefficients 11 1.6 Other parametric models 13 1.7 Problems 15 2 Location and Scale 17 2.1 The location model 17 2.2 M-estimates of location 22 2.2.1 Generalizing maximum likelihood 22 2.2.2 The distribution of M-estimates 25 2.2.3 An intuitive view of M-estimates 27 2.2.4 Redescending M-estimates 29 2.3 Trimmed means 31 2.4 Dispersion estimates 32 2.5 M-estimates of scale 34 2.6 M-estimates of location with unknown dispersion 36 2.6.1 Previous estimation of dispersion 37 2.6.2 Simultaneous M-estimates of location and dispersion 37 2.7 Numerical computation of M-estimates 39 2.7.1 Location with previously computed dispersion estimation 39 2.7.2 Scale estimates 40 2.7.3 Simultaneous estimation of location and dispersion 41 viii CONTENTS 2.8 Robust confidence intervals and tests 41 2.8.1 Confidence intervals 41 2.8.2 Tests 43 2.9 Appendix: proofs and complements 44 2.9.1 Mixtures 44 2.9.2 Asymptotic normality of M-estimates 45 2.9.3 Slutsky’s lemma 46 2.9.4 Quantiles 46 2.9.5 Alternative algorithms for M-estimates 46 2.10 Problems 48 3 Measuring Robustness 51 3.1 The influence function 55 3.1.1 *The convergence of the SC to the IF 57 3.2 The breakdown point 58 3.2.1 Location M-estimates 58 3.2.2 Scale and dispersion estimates 59 3.2.3 Location with previously computed dispersion estimate 60 3.2.4 Simultaneous estimation 60 3.2.5 Finite-sample breakdown point 61 3.3 Maximum asymptotic bias 62 3.4 Balancing robustness and efficiency 64 3.5 *“Optimal” robustness 65 3.5.1 Bias and variance optimality of location estimates 66 3.5.2 Bias optimality of scale and dispersion estimates 66 3.5.3 The infinitesimal approach 67 3.5.4 The Hampel approach 68 3.5.5 Balancing bias and variance: the general problem 70 3.6 Multidimensional paramet

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KKKABCA 完整資料,早期的書都同名,雖然不是我要找的那一本
2016-04-19
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afdavid2008 慕名来下载,希望对研究有帮助
2015-01-23
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sbinxuan 看过后,觉得这本书写得不错,值得一读。
2014-12-04
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christwy 好书,值得细细研究
2014-10-18
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sh0thl 不错,很好的一本书,很好的资源,对我的学习有帮助,谢谢~
2014-10-06
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爷一毛不拔 的确很不错,要支持一下
2014-09-28
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njust_yxy 还行吧,要找的东西没看到,先下载看看
2014-08-25
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cmyukccmy 非常好的资源,可以与传统统计学教程相结合学习
2014-06-09
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lver2k 鲁棒统计的经典教材,没说的,好!
2014-04-12
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cht1127073930 很好的一本书,找了很久,谢谢
2014-03-06
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