Robust Statistics

By Elvezio M. Ronchetti, Peter J. Huber | Publisher: Wiley

About the book

A new edition of the classic, groundbreaking book on robust statistics

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.

Editions of Robust Statistics

Hardcover
ISBN 9780470129906
EBook
ISBN 9780470434680
EBook
ISBN 9780470434697
EBook
ISBN 9781118210338

Read an Excerpt

A new edition of the classic, groundbreaking book on robust statistics

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.

Frequently Asked Questions

What is Robust Statistics about?

A new edition of the classic, groundbreaking book on robust statistics

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.

What core themes, tropes, or subjects are explored in Robust Statistics?

Mathematics and Science > Mathematics > Probability and statistics

Where can I read a sample of Robust Statistics?

You can read an official preview of the few pages here https://www.book2look.com/book/9780470129906

Is Robust Statistics part of a series, and can it be read as a standalone?

Yes it is a part of series Wiley Series in Probability and Statistics

Who is/are the Author/s of the book Robust Statistics?

Elvezio M. Ronchetti, Peter J. Huber

Who is the Publisher of the book Robust Statistics?

Wiley

What are the ISBN numbers for the physical and digital editions?

Robust Statistics is available as hardcover(ISBN 9780470129906) and ebook(ISBN 9780470434680) and ebook(ISBN 9780470434697) and ebook(ISBN 9781118210338)

Where can I buy Robust Statistics online or support local independent bookshops?

You can buy Robust Statistics from below

Where can I buy Robust Statistics?