Algorithms Routines And S Functions For Robust Statistics

Author : Alfio Marazzi
Publisher : CRC Press
Page : 452 pages
File Size : 43,6 Mb
Release : 1993-02-01
Category : Mathematics
ISBN : 0412079917

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Algorithms, Routines, and S-Functions for Robust Statistics by Alfio Marazzi Pdf

ROBETH (written in ANSI FORTRAN 77) is a systematized collection of algorithms that allows computation of a broad class of procedures based on M- and high-breakdown point estimation, including robust regression, robust testing of linear hypotheses, and robust coveriances. This book describes the computational procedures included in ROBETH. Each chapter is organized into three parts: 1. An overview of the theoretical background for the statistical and numerical methods 2. A detailed description of the corresponding FORTRAN subroutines and of the numerical algorithms as they are implemented 3. The scripts of several examples concerning the use of ROBETH by means of the S-PLUS interface, including some examples of high-level S functions.

Author : Rudolf Dutter,Peter Filzmoser,Ursula Gather,Peter J. Rousseeuw
Publisher : Springer Science & Business Media
Page : 445 pages
File Size : 40,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642573385

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Developments in Robust Statistics by Rudolf Dutter,Peter Filzmoser,Ursula Gather,Peter J. Rousseeuw Pdf

Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

Author : Helmut Rieder
Publisher : Springer Science & Business Media
Page : 439 pages
File Size : 47,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461223801

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Robust Statistics, Data Analysis, and Computer Intensive Methods by Helmut Rieder Pdf

To celebrate Peter Huber's 60th birthday in 1994, our university had invited for a festive occasion in the afternoon of Thursday, June 9. The invitation to honour this outstanding personality was followed by about fifty colleagues and former students from, mainly, allover the world. Others, who could not attend, sent their congratulations by mail and e-mail (P. Bickel:" ... It's hard to imagine that Peter turned 60 ... "). After a welcome address by Adalbert Kerber (dean), the following lectures were delivered. Volker Strassen (Konstanz): Almost Sure Primes and Cryptography -an Introduction Frank Hampel (Zurich): On the Philosophical Foundations of Statistics 1 Andreas Buja (Murray Hill): Projections and Sections High-Dimensional Graphics for Data Analysis. The distinguished speakers lauded Peter Huber a hard and fair mathematician, a cooperative and stimulating colleague, and an inspiring and helpful teacher. The Festkolloquium was surrounded with a musical program by the Univer 2 sity's Brass Ensemble. The subsequent Workshop "Robust Statistics, Data Analysis and Computer Intensive Methods" in Schloss Thurnau, Friday until Sunday, June 9-12, was organized about the areas in statistics that Peter Huber himself has markedly shaped. In the time since the conference, most of the contributions could be edited for this volume-a late birthday present-that may give a new impetus to further research in these fields.

Author : Jana Jurečková,Jan Picek,Martin Schindler
Publisher : CRC Press
Page : 208 pages
File Size : 44,5 Mb
Release : 2019-05-29
Category : Mathematics
ISBN : 9781351975124

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Robust Statistical Methods with R, Second Edition by Jana Jurečková,Jan Picek,Martin Schindler Pdf

The second edition of Robust Statistical Methods with R provides a systematic treatment of robust procedures with an emphasis on new developments and on the computational aspects. There are many numerical examples and notes on the R environment, and the updated chapter on the multivariate model contains additional material on visualization of multivariate data in R. A new chapter on robust procedures in measurement error models concentrates mainly on the rank procedures, less sensitive to errors than other procedures. This book will be an invaluable resource for researchers and postgraduate students in statistics and mathematics. Features • Provides a systematic, practical treatment of robust statistical methods • Offers a rigorous treatment of the whole range of robust methods, including the sequential versions of estimators, their moment convergence, and compares their asymptotic and finite-sample behavior • The extended account of multivariate models includes the admissibility, shrinkage effects and unbiasedness of two-sample tests • Illustrates the small sensitivity of the rank procedures in the measurement error model • Emphasizes the computational aspects, supplies many examples and illustrations, and provides the own procedures of the authors in the R software on the book’s website

Author : Stephane Heritier,Eva Cantoni,Samuel Copt,Maria-Pia Victoria-Feser
Publisher : John Wiley & Sons
Page : 292 pages
File Size : 43,5 Mb
Release : 2009-05-11
Category : Medical
ISBN : 047074054X

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Robust Methods in Biostatistics by Stephane Heritier,Eva Cantoni,Samuel Copt,Maria-Pia Victoria-Feser Pdf

Robust statistics is an extension of classical statistics that specifically takes into account the concept that the underlying models used to describe data are only approximate. Its basic philosophy is to produce statistical procedures which are stable when the data do not exactly match the postulated models as it is the case for example with outliers. Robust Methods in Biostatistics proposes robust alternatives to common methods used in statistics in general and in biostatistics in particular and illustrates their use on many biomedical datasets. The methods introduced include robust estimation, testing, model selection, model check and diagnostics. They are developed for the following general classes of models: Linear regression Generalized linear models Linear mixed models Marginal longitudinal data models Cox survival analysis model The methods are introduced both at a theoretical and applied level within the framework of each general class of models, with a particular emphasis put on practical data analysis. This book is of particular use for research students,applied statisticians and practitioners in the health field interested in more stable statistical techniques. An accompanying website provides R code for computing all of the methods described, as well as for analyzing all the datasets used in the book.

Author : Paul Gemperline
Publisher : CRC Press
Page : 552 pages
File Size : 40,7 Mb
Release : 2006-04-16
Category : Mathematics
ISBN : 9781420018301

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Practical Guide To Chemometrics by Paul Gemperline Pdf

The limited coverage of data analysis and statistics offered in most undergraduate and graduate analytical chemistry courses is usually focused on practical aspects of univariate methods. Drawing in real-world examples, Practical Guide to Chemometrics, Second Edition offers an accessible introduction to application-oriented multivariate meth

Author : Rand R. Wilcox
Publisher : Academic Press
Page : 810 pages
File Size : 47,8 Mb
Release : 2016-09-02
Category : Mathematics
ISBN : 9780128047811

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Introduction to Robust Estimation and Hypothesis Testing by Rand R. Wilcox Pdf

Introduction to Robust Estimating and Hypothesis Testing, 4th Editon, is a ‘how-to’ on the application of robust methods using available software. Modern robust methods provide improved techniques for dealing with outliers, skewed distribution curvature and heteroscedasticity that can provide substantial gains in power as well as a deeper, more accurate and more nuanced understanding of data. Since the last edition, there have been numerous advances and improvements. They include new techniques for comparing groups and measuring effect size as well as new methods for comparing quantiles. Many new regression methods have been added that include both parametric and nonparametric techniques. The methods related to ANCOVA have been expanded considerably. New perspectives related to discrete distributions with a relatively small sample space are described as well as new results relevant to the shift function. The practical importance of these methods is illustrated using data from real world studies. The R package written for this book now contains over 1200 functions. New to this edition 35% revised content Covers many new and improved R functions New techniques that deal with a wide range of situations Extensive revisions to cover the latest developments in robust regression Covers latest improvements in ANOVA Includes newest rank-based methods Describes and illustrated easy to use software

Author : Antoni Munné,Antoni Ginebreda,Narcís Prat
Publisher : Springer
Page : 339 pages
File Size : 49,9 Mb
Release : 2015-12-23
Category : Science
ISBN : 9783319239040

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Experiences from Ground, Coastal and Transitional Water Quality Monitoring by Antoni Munné,Antoni Ginebreda,Narcís Prat Pdf

This book details the experiences gained by the Catalan Water Agency (ACA) in a Mediterranean watershed – the Catalan River Basin District – following the launch of the EU Water Framework Directive (WFD) in the year 2000. Groundwater and coastal water experts present 13 chapters defining tools for water-status assessment specially adapted to Mediterranean conditions. The content of this and the companion volume Experiences from Surface Water Quality Monitoring: The EU Water Framework Directive Implementation in the Catalan River Basin District (Part I) are the result of an excellent collaboration between the ACA and several Catalan universities and research centers to cope with new challenges provided by the WFD monitoring requirements. The volume serves as a useful guide for environmental managers and scientists engaged in other European as well as Non-European river basins.

Author : James E. Gentle
Publisher : Springer Science & Business Media
Page : 420 pages
File Size : 52,6 Mb
Release : 2006-04-18
Category : Computers
ISBN : 9780387216119

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Elements of Computational Statistics by James E. Gentle Pdf

Will provide a more elementary introduction to these topics than other books available; Gentle is the author of two other Springer books

Author : Rand Wilcox
Publisher : CRC Press
Page : 730 pages
File Size : 43,9 Mb
Release : 2017-08-15
Category : Mathematics
ISBN : 9781498796798

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Modern Statistics for the Social and Behavioral Sciences by Rand Wilcox Pdf

Requiring no prior training, Modern Statistics for the Social and Behavioral Sciences provides a two-semester, graduate-level introduction to basic statistical techniques that takes into account recent advances and insights that are typically ignored in an introductory course. Hundreds of journal articles make it clear that basic techniques, routinely taught and used, can perform poorly when dealing with skewed distributions, outliers, heteroscedasticity (unequal variances) and curvature. Methods for dealing with these concerns have been derived and can provide a deeper, more accurate and more nuanced understanding of data. A conceptual basis is provided for understanding when and why standard methods can have poor power and yield misleading measures of effect size. Modern techniques for dealing with known concerns are described and illustrated. Features: Presents an in-depth description of both classic and modern methods Explains and illustrates why recent advances can provide more power and a deeper understanding of data Provides numerous illustrations using the software R Includes an R package with over 1300 functions Includes a solution manual giving detailed answers to all of the exercises This second edition describes many recent advances relevant to basic techniques. For example, a vast array of new and improved methods is now available for dealing with regression, including substantially improved ANCOVA techniques. The coverage of multiple comparison procedures has been expanded and new ANOVA techniques are described. Rand Wilcox is a professor of psychology at the University of Southern California. He is the author of 13 other statistics books and the creator of the R package WRS. He currently serves as an associate editor for five statistics journals. He is a fellow of the Association for Psychological Science and an elected member of the International Statistical Institute.

Author : Patrizia Ciarlini,Maurice G Cox,Franco Pavese,Caparica D Richter
Publisher : World Scientific
Page : 302 pages
File Size : 41,8 Mb
Release : 1997-08-05
Category : Electronic
ISBN : 9789814546713

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Advanced Mathematical Tools In Metrology Iii by Patrizia Ciarlini,Maurice G Cox,Franco Pavese,Caparica D Richter Pdf

This book is of interest to researchers in universities, research centres and industries who are involved in measurements and need advanced mathematical tools to solve their problems, and to whoever is working in the development of these mathematical tools. Advances in metrology depend on improvements in scientific and technical knowledge and in instrumentation quality as well in a better use of advanced mathematical tools and in the development of new ones. In this book scientists from both the mathematical and the metrological fields exchange their experiences. Industrial sectors such as instrumentation and software, are likely to benefit from this exchange, since metrology has a high impact on the overall quality of industrial products and applied mathematics is becoming more and more important in industrial processes.

Author : Anonim
Publisher : Rmetrics
Page : 455 pages
File Size : 51,5 Mb
Release : 2024-06-30
Category : Electronic
ISBN : 8210379456XXX

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Portfolio Optimization with R/Rmetrics by Anonim Pdf

Author : Thomas W. O'Gorman
Publisher : SIAM
Page : 180 pages
File Size : 42,7 Mb
Release : 2004-01-01
Category : Mathematics
ISBN : 9780898715538

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Applied Adaptive Statistical Methods by Thomas W. O'Gorman Pdf

Introduces many of the practical adaptive statistical methods and provides a comprehensive approach to tests of significance and confidence intervals.

Author : Alexander J. McNeil,Rüdiger Frey,Paul Embrechts
Publisher : Princeton University Press
Page : 720 pages
File Size : 47,7 Mb
Release : 2015-05-26
Category : Business & Economics
ISBN : 9780691166278

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Quantitative Risk Management by Alexander J. McNeil,Rüdiger Frey,Paul Embrechts Pdf

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation

Author : W.N. Venables,B.D. Ripley
Publisher : Springer Science & Business Media
Page : 501 pages
File Size : 44,9 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9780387217062

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Modern Applied Statistics with S by W.N. Venables,B.D. Ripley Pdf

A guide to using S environments to perform statistical analyses providing both an introduction to the use of S and a course in modern statistical methods. The emphasis is on presenting practical problems and full analyses of real data sets.