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Robust Regression and Outlier Detection

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ISBN-10: 0471488550

ISBN-13: 9780471488552

Edition: 2003

Authors: Peter J. Rousseeuw, Annick M. Leroy

List price: $176.95
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Description:

Provides an applications-oriented introduction to robust regression and outlier detection, emphasising high-breakdown methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series…    
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Book details

List price: $176.95
Copyright year: 2003
Publisher: John Wiley & Sons, Incorporated
Publication date: 10/3/2003
Binding: Paperback
Pages: 360
Size: 6.16" wide x 9.00" long x 0.62" tall
Weight: 1.034
Language: English

Simple Regression
Multiple Regression
The Special Case of One-Dimensional Location
Algorithms
Outlier Diagnostics
Related Statistical Techniques
References
Index