Robust regression and outlier detection

Robust regression and outlier detection
Автор
 
Год
 
Страниц
 
347
ISBN
 
ISBN10:0471852333;ISBN13:9780471852339
Издатель
 
Wiley

Описание:

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.

Похожие книги

Secrets of My Hollywood Life: On LocationSecrets of My Hollywood Life: On Location
Автор: Jen Calonita
Год: 2008
EpendymomaEpendymoma
Год: 2011