Ebook: Robust Statistics, Second Edition

Over twenty-five years after the publication of its predecessor, Robust Statistics, Second Edition continues to provide an authoritative and systematic treatment of the topic. This new edition has been thoroughly updated and expanded to reflect the latest advances in the field while also outlining the established theory and applications for building a solid foundation in robust statistics for both the theoretical and the applied statistician.

A comprehensive introduction and discussion on the formal mathematical background behind qualitative and quantitative robustness is provided, and subsequent chapters delve into basic types of scale estimates, asymptotic minimax theory, regression, robust covariance, and robust design. In addition to an extended treatment of robust regression, the Second Edition features four new chapters covering:

• Robust Tests

• Small Sample Asymptotics

• Breakdown Point

• Bayesian Robustness

An expanded treatment of robust regression and pseudo-values is also featured, and concepts, rather than mathematical completeness, are stressed in every discussion. Selected numerical algorithms for computing robust estimates and convergence proofs are provided throughout the book, along with quantitative robustness information for a variety of estimates. A General Remarks section appears at the beginning of each chapter and provides readers with ample motivation for working with the presented methods and techniques.

Robust Statistics, Second Edition is an ideal book for graduate-level courses on the topic. It also serves as a valuable reference for researchers and practitioners who wish to study the statistical research associated with robust statistics.Content:
Chapter 1 Generalities (pages 1–21):
Chapter 2 The Weak Topology and its Metrization (pages 23–43):
Chapter 3 The Basic Types of Estimates (pages 45–70):
Chapter 4 Asymptotic Minimax Theory for Estimating Location (pages 71–103):
Chapter 5 Scale Estimates (pages 105–123):
Chapter 6 Multiparameter Problems—in Particular Joint Estimation of Location and Scale (pages 125–148):
Chapter 7 Regression (pages 149–198):
Chapter 8 Robust Covariance and Correlation Matrices (pages 199–237):
Chapter 9 Robustness of Design (pages 239–248):
Chapter 10 Exact Finite Sample Results (pages 249–278):
Chapter 11 Finite Sample Breakdown Point (pages 279–287):
Chapter 12 Infinitesimal Robustness (pages 289–296):
Chapter 13 Robust Tests (pages 297–305):
Chapter 14 Small Sample Asymptotics (pages 307–322):
Chapter 15 Bayesian Robustness (pages 323–332):