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Robust Asymptotic Statistics: Volume I by Helmut Rieder

Robust Asymptotic Statistics: Volume I

by Helmut Rieder
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Book cover type: Paperback
  • ISBN13: 9781468406269
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 390
  • Original Price: EUR 109.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 625 grams
  • BISAC Subject(s): Probability & Statistics / General

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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