Introduction to robust estimation and hypothesis testing. (English) Zbl 0991.62508

Statistical Modeling and Decision Science. San Diego, CA: Academic Press. xv, 296 p. (1997).
Publisher’s description: This book focuses on the practical applications of modern, robust statistical methods. The increased accuracy and power of modern methods is remarkable compared to the conventional approaches of the analysis of variance (ANOVA) and regression. 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.
This book provides a thorough, up-to-date explanation of the foundation of robust methods for beginners. It guides the reader through the basic strategies used for practical solutions to problems, and includes helpful updates which are available free of charge via an anonymous ftp site. The book also provides a brief background on the foundations of modern methods, placing the new methods in historical context.


62F35 Robustness and adaptive procedures (parametric inference)
62F10 Point estimation
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62F03 Parametric hypothesis testing