Robust Regression and Outlier Detection

Robust Regression and Outlier Detection ( PDF eBook - Adobe PDF ) (eBook)

By Peter J Rousseeuw , Annick M Leroy 
Publisher: John Wiley & Sons
Edition: PDF
Edition: eBook , PDF
Language: English
ISBN: 0471725374-BEPDF
EAN: 9780471725374-BEPDF
Publish Date: 2005-2-1
Binding: eBook
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Provides an applications-oriented introduction to robust regression and outlier detection, emphasising high-breakdown methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.
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Specification

Title: Robust Regression and Outlier Detection
Publisher: John Wiley & Sons
Author: Peter J Rousseeuw , Annick M Leroy
Edition: PDF
Edition: eBook , PDF
Language: English
ISBN: 0471725374-BEPDF
EAN: 9780471725374-BEPDF
Publish Date: 2005-2-1
Binding: eBook

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