Robust Statistics

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鲁棒统计的优秀介绍读物。里面有如何用S+做鲁棒统计和鲁棒回归。

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2009-3-16 12:09:00 上传

Robust Statistics
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关键词：Statistics statistic Statist Statis robust Statistics robust

加些介绍

Why will it not suffice to screen data and remove outliers? There are several aspects to consider.

1. Users, even expert statisticians, do not always screen the data.

2. The sharp decision to keep or reject an observation is wasteful. We can do better by

down-weighting dubious observations than by rejecting them, although we may wish to

reject completely wrong observations.

3. It can be difficult or even impossible to spot outliers in multivariate or highly structured

data.

4. Rejecting outliers affects the distribution theory, which ought to be adjusted. In particular,

variances will be underestimated from the ‘cleaned’ data.

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You should list the origin of this article before selling it, despite it is not a monograph.

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张乐  www.bjhyjxgs.com

有才呀,哈哈

good for robust stat!!
Thanks!!

THANKS A LOT

Thanks for your sharing.