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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
June 8, 2009, Südwestdeutscher Verlag für Hochschulschriften
Paperback
in English
- First edition
3838108140 9783838108148
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English texts. Summary in German and English.
Includes bibliographical references and index.
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Feedback?February 26, 2020 | Edited by Kaustubh Chakraborty | Added new cover |
February 26, 2020 | Edited by Kaustubh Chakraborty | Added new book |
February 26, 2020 | Created by Kaustubh Chakraborty | Added new book. |