Overview

Author-approved bcc: 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. In robust statistics, robust alternatives to the nonrobust least squares estimator have been developed, while in experimental design, designs for the efficient use of the least square estimator have been developed. This volume is the first to link these two areas by studying the influence of the design on the efficiency and robustness of robust estimators and tests. It 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. The classical approaches of experimental design and robust statistics are introduced before the areas are linked. Dr. Christine H. M ller teaches at the Department of Mathematics and Computer Science of the Free University of Berlin and is a member of the research project on ""Efficient Experiments in Industrial Production."" From 1988-1991, she worked as a biometrician at the Medical Department of the Free University of Berlin.

Full Product Details

Author:   Christine H. Mueller
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 1997
Volume:   124
Dimensions:   Width: 15.50cm , Height: 1.30cm , Length: 23.50cm
Weight:   0.382kg
ISBN:  

9780387982236

ISBN 10:   038798223
Pages:   234
Publication Date:   20 June 1997
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

I: Efficient Inference for Planned Experiments.- 1 Planned Experiments.- 1.1 Deterministic and Random Designs.- 1.2 Linear and Nonlinear Models.- 1.3 Identifiability of Aspects.- 2 Efficiency Concepts for Outlier-Free Observations.- 2.1 Assumptions on the Error Distribution.- 2.2 Optimal Inference for Linear Problems.- 2.3 Efficient Inference for Nonlinear Problems.- II: Robust Inference for Planned Experiments.- 3 Smoothness Concepts of Outlier Robustness.- 3.1 Distributions Modelling Outliers.- 3.2 Smoothness of Estimators and Functionals.- 3.3 Frechet Differentiability of M-Functionals.- 4 Robustness Measures: Bias and Breakdown Points.- 4.1 Asymptotic Bias and Breakdown Points.- 4.2 Bias and Breakdown Points for Finite Samples.- 4.3 Breakdown Points in Linear Models.- 4.4 Breakdown Points for Nonlinear Problems.- 5 Asymptotic Robustness for Shrinking Contamination.- 5.1 Asymptotic Behaviour of Estimators in Shrinking Neighbourhoods.- 5.2 Robust Estimation in Contaminated Linear Models.- 5.3 Robust Estimation of Nonlinear Aspects.- 5.4 Robust Estimation in Contaminated Nonlinear Models.- 6 Robustness of Tests.- 6.1 Bias and Breakdown Points.- 6.2 Asymptotic Robustness for Shrinking Contamination.- III: High Robustness and High Efficiency.- 7 High Robustness and High Efficiency of Estimation.- 7.1 Estimators and Designs with Minimum Asymptotic Bias.- 7.2 Optimal Estimators and Designs for a Bias Bound.- 7.3 Robust and Efficient Estimation of Nonlinear Aspects.- 7.4 Robust and Efficient Estimation in Nonlinear Models.- 8 High Robustness and High Efficiency of Tests.- 8.1 Tests and Designs with Minimum Asymptotic Bias.- 8.2 Optimal Tests and Designs for a Bias Bound.- 9 High Breakdown Point and High Efficiency.- 9.1 Breakdown Point Maximizing Estimators and Designs.- 9.2 Combining High Breakdown Point and High Efficiency.- Outlook.- A.1 Asymptotic Linearity of Frechet Differentiable Functionals.- A.2 Properties of Special Matrices and Functions.- References.- List of Symbols.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions