Robust Estimates of Location

Name: Robust Estimates of Location
Brand: Princeton University Press
Price: 94.99 AUD

Survey and Advances

By: David F. Andrews, Frank R. Hampel

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Paperback | 19 May 2015

At a Glance

Paperback
384 Pages

Dimensions(cm)
25.4 x 17.7 x 2.01

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Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying conditions. The theory of robust estimation is based on specified properties of specified estimators under specified conditions. This book was written as the result of a study undertaken to establish the interaction of these three components over as large a range as possible.

Originally published in 1972.

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