Robust Inference

Volume 15

By: Nicolette Van Dijk, Jeffrey M. Lemm, Unknown Author

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Hardcover | 21 May 1997

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720 Pages

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25.4 x 17.78 x 3.81

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This handbook brings together papers on several aspects of robust inference. Many of the areas included have not been covered in previous surveys in this area. The area of robust inference has been an active area of research for the last two decades but during recent years it has been extended in different directions covering a variety of models. This volume should be useful for both graduate students and researchers in this area.

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You Can Find This Book In

Non-Fiction Mathematics Probability & Statistics Science Physics Medicine Medicine in General Reference, Information & Interdisciplinary Subjects Interdisciplinary Studies

Preface
Contributors
Robust Inference in Multivariate Linear Regression Using Difference of Two Convex Functions as the Discrepancy Measure	p. 1
Minimum Distance Estimation: The Approach Using Density-Based Distances	p. 21
Robust Inference: The Approach Based on Influence Functions	p. 49
Practical Applications of Bounded-Influence Tests	p. 77
Introduction to Positive-Breakdown Methods	p. 101
Outlier Identification and Robust Methods	p. 123
Rank-Based Analysis of Linear Models	p. 145
Rank Tests for Linear Models	p. 175
Some Extensions in the Robust Estimation of Parameters of Exponential and Double Exponential Distributions in the Presence of Multiple Outliers	p. 201
Outliers, Unit Roots and Robust Estimation of Nonstationary Time Series	p. 237
Autocorrelation-Robust Inference	p. 267
A Practitioner's Guide to Robust Covariance Matrix Estimation	p. 299
Approaches to the Robust Estimation of Mixed Models	p. 343
Nonparametric Maximum Likelihood Methods	p. 385
A Guide to Censored Quantile Regressions	p. 405
What Can Be Learned About Population Parameters When the Data Are Contaminated	p. 439
Asymptotic Representations and Interrelations of Robust Estimators and Their Applications	p. 467
Small Sample Asymptotics: Applications in Robustness	p. 513
On the Fundamentals of Data Robustness	p. 537
Statistical Analysis With Incomplete Data: A Selective Review	p. 551
Contamination Level and Sensitivity of Robust Tests	p. 633
Finite Sample Robustness of Tests: An Overview	p. 645
Future Directions	p. 661
Subject Index	p. 677
Contents of Previous Volumes	p. 683
Table of Contents provided by Blackwell. All Rights Reserved.

Robust Inference

Volume 15

At a Glance

Hardcover

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