Multivariate Robust Statistics

Name: Multivariate Robust Statistics
Brand: Südwestdeutscher Verlag für Hochschulschriften
SKU: 9783838108148
Price: 335.27 RON
Availability: InStock

Methods and Computation

Autor: Valentin Todorov

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Editura: Südwestdeutscher Verlag für Hochschulschriften

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The goal of robust statistics is to develop methods that can cope with the presence of outliers in t...

Informații despre carte

Autor

Valentin Todorov

Limbă

germană

Legare

Carte - Carte broșată

Publicat

2009

Pagini

156

EAN

9783838108148

Enbook ID

07118381

Editura

Südwestdeutscher Verlag für Hochschulschriften

Greutate

224

Dimensiuni

150 x 220 x 8

Descriere completă

The goal of robust statistics is to develop methods that can cope with the presence of outliers in the data and nevertheless produce reasonable results. In this book some of the most popular robust multivariate methods are investigated and new methods are proposed. Their performance is evaluated and compared in a variety of situations. The focus is on high breakdown point methods for discriminant analysis, multivariate tests and their basis, the robust estimators for multivariate location and covariance. The routine use of robust methods in a wide area of application domains is unthinkable without the computational power of today s personal computers and the availability of ready to use implementations of the algorithms. A unified computational platform organized as common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering is proposed. The concrete implementation is an object oriented framework for robust multivariate analysis developed in R, an environment for statistical computing and graphics (R Development Core Team, 2009).

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Multivariate Robust Statistics

Methods and Computation

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