
„... informative and worth the effort for anyone with an interest in this field...“ (ISCB News 38, December 2004)
Robust Statistics
von Peter J. HuberThe 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.