Introduction to robust estimation and hypothesis testing / Rand R. Wilcox.

Format:

Book

Author/Creator:

Wilcox, Rand R.

Series:

Statistical modeling and decision science.

Statistical modeling and decision science

Language:

English

Subjects (All):

Estimation theory.

Robust statistics.

Statistical hypothesis testing.

Physical Description:

1 online resource (609 p.)

Edition:

2nd ed.

Place of Publication:

Amsterdam ; Boston : Elsevier/Academic Press, c2005.

Language Note:

English

Summary:

This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing the new methods in historical context. Author Rand Wilcox includes chapter exercises and many real-world examples that illustrate how various methods perform in different situations.Introd

Contents:

Front Cover; Introduction to Robust Estimation and Hypothesis Testing; Copyright Page; Contents; Preface; Chapter 1. Introduction; 1.1 Problems with Assuming Normality; 1.2 Transformations; 1.3 The Influence Curve; 1.4 The Central Limit Theorem; 1.5 Is the ANOVA F Robust?; 1.6 Regression; 1.7 More Remarks; 1.8 Using the Computer: R and S-PLUS; 1.9 Some Data-Management Issues; Chapter 2. A Foundation for Robust Methods; 2.1 Basic Tools for Judging Robustness; 2.2 Some Measures of Location and Their Influence Function; 2.3 Measures of Scale; 2.4 Scale-Equivariant M-Measures of Location

2.5 Winsorized Expected ValuesChapter 3. Estimating Measures of Location and Scale; 3.1 A Bootstrap Estimate of a Standard Error; 3.2 Density Estimators; 3.3 The Sample Trimmed Mean; 3.4 The Finite-Sample Breakdown Point; 3.5 Estimating Quantiles; 3.6 An M-Estimator of Location; 3.7 One-Step M-Estimator; 3.8 W-Estimators; 3.9 The Hodges-Lehmann Estimator; 3.10 Skipped Estimators; 3.11 Some Comparisons of the Location Estimators; 3.12 More Measures of Scale; 3.13 Some Outlier Detection Methods; 3.14 Exercises; Chapter 4. Confidence Intervals in the One-Sample Case

4.1 Problems When Working with Means4.2 The g-and-h Distribution; 4.3 Inferences About the Trimmed Mean; 4.4 Basic Bootstrap Methods; 4.5 Inferences About M-Estimators; 4.6 Confidence Intervals for Quantiles; 4.7 Concluding Remarks; 4.8 Exercises; Chapter 5. Comparing Two Groups; 5.1 The Shift Function; 5.2 Student's t Test; 5.3 The Yuen-Welch Test; 5.4 Inferences Based on a Percentile Bootstrap Method; 5.5 Comparing Measures of Scale; 5.6 Permutation Tests; 5.7 Some Heteroscedastic, Rank-Based Methods; 5.8 Comparing Two Independent Binomials; 5.9 Comparing Dependent Groups; 5.10 Exercises

Chapter 6. Some Multivariate Methods6.1 Generalized Variance; 6.2 Depth; 6.3 Some Affine-Equivariant Estimators; 6.4 Multivariate Outlier Detection Methods; 6.5 A Skipped Estimator of Location and Scatter; 6.6 Confidence Region and Inference Based on the OP Estimator of Location; 6.7 Two-Sample Case; 6.8 Multivariate Density Estimators; 6.9 A Two-Sample, Projection-Type Extension of the Wilcoxon-Mann-Whitney Test; 6.10 A Relative Depth Analog of the Wilcoxon-Mann-Whitney Test; 6.11 Comparisons Based on Depth; 6.12 Comparing Dependent Groups Based on All Pairwise Differences; 6.13 Exercises

Chapter 7. One-Way and Higher Designs for Independent Groups7.1 Trimmed Means and a One-Way Design; 7.2 Two-Way Designs and Trimmed Means; 7.3 Three-Way Designs and Trimmed Means; 7.4 Multiple Comparisons Based on Trimmed Means; 7.5 A Random Effects Model for Trimmed Means; 7.6 Bootstrap Methods and M-Measures of Location; 7.7 M-Measures of Location and a Two-Way Design; 7.8 Ranked-Based Methods for a One-Way Design; 7.9 A Rank-Based Method for a Two-Way Design; 7.10 Exercises; Chapter 8. Comparing Multiple Dependent Groups; 8.1 Comparing Trimmed Means

8.2 Bootstrap Methods Based on Marginal Distributions

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 537-573) and index.

ISBN:

1-281-22732-3

9786611227326

0-08-047053-X

OCLC:

476038578