Robust Asymptotic Statistics: Volume I - Rilegato

Libro 22 di 160: Springer Series in Statistics

Rieder, Helmut

 
9780387942629: Robust Asymptotic Statistics: Volume I

Sinossi

1 To the king, my lord, from your servant Balasi : 2 ... The king should have a look. Maybe the scribe who reads to the king did not understand . . . . shall I personally show, with this tablet that I am sending to the king, my lord, how the omen was written. 3 Really, he who has not followed the text with his finger cannot possibly understand it. This book is about optimally robust functionals and their unbiased esti­ mators and tests. Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri­ bution. The two principal questions are (F): Which functional to choose? and (P): Which statistical procedure to use for the selected functional? Using a local asymptotic framework, we deal with both problems by linking up nonparametric statistical optimality with infinitesimal robust­ ness criteria. Thus, seemingly separate developments in robust statistics are presented in a unifying way.

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