Robust regression and outlier detection. Annick M. Leroy, Peter J. Rousseeuw

Robust regression and outlier detection



Download Robust regression and outlier detection



Robust regression and outlier detection Annick M. Leroy, Peter J. Rousseeuw ebook pdf
Publisher: Wiley
Language: English
Page: 347
ISBN: 0471852333, 9780471852339

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 analysis.



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