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Robust Statistics: Theory and Methods
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Robust Statistics: Theory and Methods

4.33  ·  Rating details ·  6 Ratings  ·  3 Reviews
Classical statistical techniques fail to cope well with deviations from a standard distribution. Robust statistical methods take into account these deviations while estimating the parameters of parametric models, thus increasing the accuracy of the inference. Research into robust methods is flourishing, with new methods being developed and different applications considered ...more
Hardcover, 403 pages
Published June 1st 2006 by Wiley
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Joe Fowler
May 26, 2012 rated it really liked it
This little-known classic is a tale of international espionage, harrowing rescues, and a world threatened with annihilation by a mysterious clan known only as the "non-Gaussian outliers." Admittedly, the characters are hastily drawn, sacrificed in favor of exposition, but such an exposition!

Did you know (Spoiler alert!) that there exist location estimators nearly as efficient for normal distributions as the arithmetic mean, and certainly more efficient than the sample median, yet far more robus
...more
Brian
Feb 07, 2013 rated it it was amazing
I can't imagine a better book on the subject. Every time I think I have a better way to think of one of the topics covered here, or a better order in which to introduce them, I come back to this volume and realize I was wrong. If the authors want to improve it, they will not do so by altering what is there but rather, perhaps, by adding new research or some chapters on Bayesian methods.
Somayeh
Jun 18, 2014 marked it as to-read
I need to read book.
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