Robust Regression and Outlier Detection
| Autor: | LeRoy, Annick M Rousseeuw, Peter J |
|---|---|
| EAN: | 9780471488552 |
| Sprache: | Englisch |
| Seitenzahl: | 360 |
| Produktart: | Kartoniert / Broschiert |
| Veröffentlichungsdatum: | 03.10.2003 |
| Schlagworte: | Mathematics |
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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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