Optimal Robustness For Estimators And Tests
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Optimal Robustness For Estimators And Tests
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Author :
language : en
Publisher:
Release Date : 1965
Optimal Robustness For Estimators And Tests written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with categories.
The present paper is intended to complement research in efficiency-robustness of estimators, by supplying formulations of concepts, techniques, and initial results for optimally efficiencyrobust estimators and tests in several types of problems. The present approach may be described as a formal indexing of alternative specifications (e.g. shapes of error-distributions) by a nuisance parameter, and adaptation of admissibility and related concepts and Bayes techniques of the Neyman-Pearson and Wald theories to the estimation and testing problems thus formulated. Specific problemsfor which new optimal efficiency-robust estimators are given are: linear estimation of location parameters; rank tests and related estimators for two-sample problems; and unbiased estimation. A by-product is a generalization of Stein's characterization of locallybest unbiased estimators to the class of admissible unbiased estimators together with the corresponding complete class theorem. (Author).
Optimal Robustness For Estimators And Tests
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Author : Allan Birnbaum
language : en
Publisher: Legare Street Press
Release Date : 2023-07-18
Optimal Robustness For Estimators And Tests written by Allan Birnbaum and has been published by Legare Street Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-18 with categories.
In the field of statistics, robustness is a critical but often overlooked concept. In 'Optimal Robustness for Estimators and Tests', Allan Birnbaum and Eugene Laska offer a detailed analysis of this important topic, drawing on their extensive experience in both academia and industry. With practical examples and clear explanations, this book is an essential resource for anyone interested in statistical theory and its applications. This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the "public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Robust Estimation And Hypothesis Testing
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Author : Moti Lal Tiku
language : en
Publisher: New Age International
Release Date : 2004
Robust Estimation And Hypothesis Testing written by Moti Lal Tiku and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Estimation theory categories.
In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomalies: outliers, inliers, mixtures and data contaminations. Numerous real life applications of the methodology are given.
Robust Planning And Analysis Of Experiments
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Author : Christine H. Mueller
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Robust Planning And Analysis Of Experiments written by Christine H. Mueller and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Robust statistics and the design of experiments are two of the fastest growing fields in contemporary statistics. Up to now, there has been very little overlap between these fields. This is the first book to link these two areas by studying the influence of the design on the efficiency and robustness of robust estimators and tests. The classical approaches of experimental design and robust statistics are introduced before the areas are linked, and the author shows that robust statistical procedures profit by an appropriate choice of the design and that efficient designs for a robust statistical analysis are more applicable.
Annotated Bibliography On Robustness Studies Of Statistical Procedures
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Author : Z. Govindarajulu
language : en
Publisher:
Release Date : 1972
Annotated Bibliography On Robustness Studies Of Statistical Procedures written by Z. Govindarajulu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with Estimation theory categories.
Robust Statistics
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Author : Frank R. Hampel
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Robust Statistics written by Frank R. Hampel and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Mathematics categories.
The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This is a nice book containing a wealth of information, much ofit due to the authors. . . . If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. . . . There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences." —Technometrics "[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion." —American Scientist Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.
Technical Abstract Bulletin
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Author :
language : en
Publisher:
Release Date :
Technical Abstract Bulletin written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with Science categories.
Developments In Robust Statistics
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Author : Rudolf Dutter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Developments In Robust Statistics written by Rudolf Dutter and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
Robust Estimation And Testing
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Author : Robert G. Staudte
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-15
Robust Estimation And Testing written by Robert G. Staudte and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-15 with Mathematics categories.
An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.
Optimal And Robust Estimation
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Author : Frank L. Lewis
language : en
Publisher: CRC Press
Release Date : 2017-12-19
Optimal And Robust Estimation written by Frank L. Lewis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Technology & Engineering categories.
More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.