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Robust Statistics

Robust Statistics by Peter J. Huber
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The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.
Wiley; February 2005
327 pages; ISBN 9780471725244
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Title: Robust Statistics
Author: Peter J. Huber
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