Robust Estimation and Hypothesis Testing
Moti L. Tiku, "Robust Estimation and Hypothesis Testing"
2004 | pages: 354 | ISBN: 8122415563 | PDF | 2,2 mb
2004 | pages: 354 | ISBN: 8122415563 | PDF | 2,2 mb
This book gives statistical procedureswhich are robust to plausible deviations from an assumed mode. The method ofmodified maximum likelihood estimation is used in formulating these procedures.the modified maximum likelihood estimators are explicit functions of sampleobservations and are easy to compute. They are asymptotically fully efficientand are as efficient? as the maximum likelihood estimators for small samplesizes. In this book, solutionsare given which are easy to implement and are efficient. The solutions are alsorobust to data anomalies: outliers, inliers, mixtures and data contaminations.
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