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Robust regression and outlier detection / Peter J. Rousseeuw.
- Format:
- Book
- Author/Creator:
- Rousseeuw, Peter J.
- Series:
- Wiley series in probability and sttistics.
- Language:
- English
- Subjects (All):
- Regression analysis.
- Outliers (Statistics).
- Least squares.
- Physical Description:
- xiv, 329 pages : illustrations ; 24 cm.
- Place of Publication:
- Hoboken, NJ : Wiley-Interscience, [2003]
- Summary:
- Provides an applications-oriented introduction to robust regression and outlier detection, emphasising 0high-breakdown0 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.
- Notes:
- Originally published 1987.
- Includes bibliographical references (pages 292-310) and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Alumni and Friends Memorial Book Fund.
- ISBN:
- 0471488550
- OCLC:
- 52829214
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