Robust Estimates of Location Survey and Advances

Robust Estimates of Location: Survey and Advances By David Andrews, Peter Bickel, Frank Hampel, W. Rogers, J. Tukey, P Huber
2015 | 384 Pages | ISBN: 0691081166 | PDF | 10 MB
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.