Download or read book Robust Estimation of Change point Location written by Carina Gerstenberger and published by . This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Wilcoxon Type Estimation of Change Point Location Under Short Range Dependence written by Carina Gerstenberger and published by . This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce a robust estimator of the location parameter for the change-point in the mean based on Wilcoxon statistic and establish its consistency for near-epoch dependent processes. It is shown that the consistency rate depends on the magnitude of the change. A simulation study is performed to evaluate the finite sample properties of the Wilcoxon-type estimator under Gaussianity as well as under heavy-tailed distributions and disturbances by outliers, and to compare it with a CUSUM-type estimator. It shows that the Wilcoxon-type estimator is equivalent to the CUSUM-type estimator under Gaussianity but outperforms it in the presence of heavy tails or outliers in the data.
Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2012-01-12 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Download or read book On Robust Estimation of Multiple Change Points in Multivariate and Matrix Processes written by Yana Melnykov and published by . This book was released on 2017 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are numerous areas of human activities where various processes are observed over time. If the conditions of the process change, it can be reflected through the shift in observed response values. The detection and estimation of such shifts is commonly known as change point inference. While the estimation helps us learn about the process nature, assess its parameters, and analyze identified change points, the detection focuses on finding shifts in the real-time process flow. There is a vast variety of methods proposed in the literature to target change point detections in both settings. Unfortunately, the majority of procedures impose very restrictive assumptions. Some of them include the normality of data, independence of observations, or independence of subjects in multisubject studies. In this dissertation, a new methodology, relying on more realistic assumptions, is developed. This dissertation report includes three chapters. The summary of each chapter is provided below. In the first chapter, we develop methodology capable of estimating and detecting multiple change points in a multisubject single variable process observed over time. In the second chapter, we introduce methodology for the robust estimation of change points in multivariate processes observed over time. In the third chapter, we generalize the ideas presented in the first two chapters by developing methodology capable of identifying multiple change points in multisubject matrix processes observed over time.
Download or read book Robustness in Statistics written by Robert L. Launer and published by . This book was released on 1979 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to robust estimation; The robustness of residual displays; Robust smoothing; Robust pitman-like estimators; Robust estimation in the presence of outliers; Study of robustness by simulation: particularly improvement by adjustment and combination; Robust techniques for the user; Application of robust regression to trajectory data reduction; Tests for censoring of extreme values (especially) when population distributions are incompletely defined; Robust estimation for time series autoregressions; Robust techniques in communication; Robustness in the strategy of scientific model building; A density-quantile function perspective on robust.
Download or read book Robust Estimation of Location Via Embeddings written by Fang Dong and published by . This book was released on 1993 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistics for Environmental Biology and Toxicology written by A. John Bailer and published by Routledge. This book was released on 2020-04-03 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics for Environmental Biology and Toxicology presents and illustrates statistical methods appropriate for the analysis of environmental data obtained in biological or toxicological experiments. Beginning with basic probability and statistical inferences, this text progresses through non-linear and generalized linear models, trend testing, time-to-event data and analysis of cross-classified tabular and categorical data. For the more complex analyses, extensive examples including SAS and S-PLUS programming code are provided to assist the reader when implementing the methods in practice.
Download or read book Robustness in Statistics written by Robert L. Launer and published by Academic Press. This book was released on 2014-05-12 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robustness in Statistics contains the proceedings of a Workshop on Robustness in Statistics held on April 11-12, 1978, at the Army Research Office in Research Triangle Park, North Carolina. The papers review the state of the art in statistical robustness and cover topics ranging from robust estimation to the robustness of residual displays and robust smoothing. The application of robust regression to trajectory data reduction is also discussed. Comprised of 14 chapters, this book begins with an introduction to robust estimation, paying particular attention to iteration schemes and error structure of estimators. Sensitivity and influence curves as well as their connection with jackknife estimates are described. The reader is then introduced to a simple analog of trimmed means that can be used for studying residuals from a robust point-of-view; a class of robust estimators (called P-estimators) based on the location and scale-invariant Pitman estimators of location; and robust estimation in the presence of outliers. Subsequent chapters deal with robust regression and its use to reduce trajectory data; tests for censoring of extreme values, especially when population distributions are incompletely defined; and robust estimation for time series autoregressions. This monograph should be of interest to mathematicians and statisticians.
Download or read book Robust Estimation of a Location Parameter written by David W. Payne and published by . This book was released on 1980 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Statistical Procedures written by Peter J. Huber and published by SIAM. This book was released on 1996-01-01 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a brief, well-organized, and easy-to-follow introduction and overview of robust statistics. Huber focuses primarily on the important and clearly understood case of distribution robustness, where the shape of the true underlying distribution deviates slightly from the assumed model (usually the Gaussian law). An additional chapter on recent developments in robustness has been added and the reference list has been expanded and updated from the 1977 edition.
Download or read book Inference for Change Point and Post Change Means After a CUSUM Test written by Yanhong Wu and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
Download or read book Robust Statistics written by Frank R. Hampel and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This is a nice book containing a wealth of information, much ofit due to the authors. . . . If an instructor designing such acourse wanted a textbook, this book would be the best choiceavailable. . . . There are many stimulating exercises, and the bookalso contains an excellent index and an extensive list ofreferences." —Technometrics "[This] book should be read carefully by anyone who isinterested in dealing with statistical models in a realisticfashion." —American Scientist Introducing concepts, theory, and applications, RobustStatistics is accessible to a broad audience, avoidingallusions to high-powered mathematics while emphasizing ideas,heuristics, and background. The text covers the approach based onthe influence function (the effect of an outlier on an estimater,for example) and related notions such as the breakdown point. Italso treats the change-of-variance function, fundamental conceptsand results in the framework of estimation of a single parameter,and applications to estimation of covariance matrices andregression parameters.
Download or read book A Parametric Approach to Nonparametric Statistics written by Mayer Alvo and published by Springer. This book was released on 2018-10-12 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates that nonparametric statistics can be taught from a parametric point of view. As a result, one can exploit various parametric tools such as the use of the likelihood function, penalized likelihood and score functions to not only derive well-known tests but to also go beyond and make use of Bayesian methods to analyze ranking data. The book bridges the gap between parametric and nonparametric statistics and presents the best practices of the former while enjoying the robustness properties of the latter. This book can be used in a graduate course in nonparametrics, with parts being accessible to senior undergraduates. In addition, the book will be of wide interest to statisticians and researchers in applied fields.
Download or read book Robust Estimation of Location by Maximum Likelihood written by Carl Richard Jerome and published by . This book was released on 1974 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Estimates of Location written by David F. Andrews and published by Princeton University Press. This book was released on 2015-03-08 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying conditions. The theory of robust estimation is based on specified properties of specified estimators under specified conditions. This book was written as the result of a study undertaken to establish the interaction of these three components over as large a range as possible. Originally published in 1972. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Download or read book Robustness and Complex Data Structures written by Claudia Becker and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Download or read book Robust Estimation of Location Parameter nonparametrics written by A. K. Md. Ehsanes Saleh and published by . This book was released on 1978 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
