Robustness in data analysis: criteria and methods
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Utrecht ; Boston ; Köln ; Tokyo
VSP
2002
|
| Edition: | 1. publ. |
| Series: | Modern probability and statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 291 - 308 |
| Physical Description: | VIII, 310 S. graph. Darst. : 25 cm |
| ISBN: | 9067643513 |
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MARC
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Record in the Search Index
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| adam_text | MODERN PROBABILITY AND STATISTICS ROBUSTNESS IN DATA ANALYSIS: CRITERIA
AND METHODS GEORGY L SHEVLYAKOV AND NIKITA 0. VILCHEVSKI ST. PETERSBURG
STATE TECHNICAL UNIVERSITY ///VSP/// UTRECHT * BOSTON * KOLN * TOKYO
2002 CONTENTS FOREWORD III PREFACE VII 1 INTRODUCTION 1 1.1 GENERAL
REMARKS 1 1.2 HUBER MINIMAX APPROACH 6 1.3 HAMPEL APPROACH 13 2
OPTIMIZATION CRITERIA IN DATA ANALYSIS: A PROBABILITY-FREE APPROACH 19
2.1 INTRODUCTORY REMARKS 20 2.2 TRANSLATION AND SCALE EQUIVARIANT
CONTRAST FUNCTIONS 27 2.3 ORTHOGONAL EQUIVARIANT CONTRAST FUNCTIONS 34
2.4 MONOTONICALLY EQUIVARIANT CONTRAST FUNCTIONS 41 2.5 MINIMAL
SENSITIVITY TO SMALL PERTURBATIONS IN THE DATA 42 2.6 AFFINE EQUIVARIANT
CONTRAST FUNCTIONS 46 3 ROBUST MINIMAX ESTIMATION OF LOCATION 51 3.1
INTRODUCTORY REMARKS 51 3.2 ROBUST ESTIMATION OF LOCATION IN MODELS WITH
BOUNDED VARIANCES .... 65 3.3 ROBUST ESTIMATION OF LOCATION IN MODELS
WITH BOUNDED SUBRANGES .... 88 3.4 ROBUST ESTIMATORS OF MULTIVARIATE
LOCATION 92 3.5 LEAST INFORMATIVE LATTICE DISTRIBUTIONS 102 4 ROBUST
ESTIMATION OF SCALE 113 4.1 INTRODUCTORY REMARKS 113 4.2 MEASURES OF
SCALE DEFINED BY FUNCTIONALS 115 4.3 M-,L-, AND I?-ESTIMATORS OF SCALE
117 4.4 HUBER MINIMAX ESTIMATOR OF SCALE 122 4.5 FINAL REMARKS 127 5
ROBUST REGRESSION AND AUTOREGRESSION 131 5.1 INTRODUCTORY REMARKS 131
5.2 THE MINIMAX VARIANCE REGRESSION 134 5.3 ROBUST AUTOREGRESSION 137
5.4 ROBUST IDENTIFICATION IN DYNAMIC MODELS 145 5.5 FINAL REMARKS 150 6
ROBUSTNESS OF L X -NORM ESTIMATORS 153 6.1 INTRODUCTORY REMARKS 153 6.2
STABILITY OF LI-APPROXIMATIONS 163 6.3 ROBUSTNESS OF THE LI-REGRESSION
169 6.4 FINAL REMARKS ... 173 7 ROBUST ESTIMATION OF CORRELATION 181
7.1 INTRODUCTORY REMARKS 181 7.2 ANALYSIS: MONTE CARLO EXPERIMENT 189
7.3 ANALYSIS: ASYMPTOTIC CHARACTERISTICS 194 7.4 SYNTHESIS: MINIMAX
VARIANCE CORRELATION 199 7.5 TWO-STAGE ESTIMATORS: REJECTION OF OUTLIERS
PLUS CLASSICS 207 8 COMPUTATION AND DATA ANALYSIS TECHNOLOGIES 221 8.1
INTRODUCTORY REMARKS ON COMPUTATION 221 8.2 ADAPTIVE ROBUST PROCEDURES
225 8.3 SMOOTHING QUANTILE FUNCTIONS BY THE BERNSTEIN POLYNOMIALS 236
8.4 ROBUST BIVARIATE BOXPLOTS 252 9 APPLICATIONS 259 9.1 ON ROBUST
ESTIMATION IN THE STATISTICAL THEORY OF RELIABILITY 259 9.2 ROBUST
DETECTION OF SIGNALS BASED ON OPTIMIZATION CRITERIA 265 9.3 STATISTICAL
ANALYSIS OF SUDDEN CARDIAC DEATH RISK FACTORS 286 BIBLIOGRAPHY 291 INDEX
309
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| discipline | Mathematik |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:30Z |
| institution | BVB |
| isbn | 9067643513 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009735775 |
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| physical | VIII, 310 S. graph. Darst. : 25 cm |
| publishDate | 2002 |
| publishDateSearch | 2002 |
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| publisher | VSP |
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| series2 | Modern probability and statistics |
| spelling | Ševljakov, Georgij L. Verfasser aut Robustness in data analysis criteria and methods Georgy L. Shevlyakov and Nikita O. Vilchevski 1. publ. Utrecht ; Boston ; Köln ; Tokyo VSP 2002 VIII, 310 S. graph. Darst. : 25 cm txt rdacontent n rdamedia nc rdacarrier Modern probability and statistics Literaturverz. S. 291 - 308 Mathematical statistics Robust statistics Robuste Statistik (DE-588)4451047-0 gnd rswk-swf Robuste Statistik (DE-588)4451047-0 s DE-604 Vilčevskij, Nikita O. Verfasser aut GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009735775&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ševljakov, Georgij L. Vilčevskij, Nikita O. Robustness in data analysis criteria and methods Mathematical statistics Robust statistics Robuste Statistik (DE-588)4451047-0 gnd |
| subject_GND | (DE-588)4451047-0 |
| title | Robustness in data analysis criteria and methods |
| title_auth | Robustness in data analysis criteria and methods |
| title_exact_search | Robustness in data analysis criteria and methods |
| title_full | Robustness in data analysis criteria and methods Georgy L. Shevlyakov and Nikita O. Vilchevski |
| title_fullStr | Robustness in data analysis criteria and methods Georgy L. Shevlyakov and Nikita O. Vilchevski |
| title_full_unstemmed | Robustness in data analysis criteria and methods Georgy L. Shevlyakov and Nikita O. Vilchevski |
| title_short | Robustness in data analysis |
| title_sort | robustness in data analysis criteria and methods |
| title_sub | criteria and methods |
| topic | Mathematical statistics Robust statistics Robuste Statistik (DE-588)4451047-0 gnd |
| topic_facet | Mathematical statistics Robust statistics Robuste Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009735775&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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