Robust Regression and Outlier Detection

Author: Peter J. Rousseeuw
Publisher: John Wiley & Sons
ISBN: 9780471725374
Release Date: 2005-02-25
Genre: Mathematics

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The writing style is clear and informal, and much of the discussion is oriented to application. In short, the book is a keeper." –Mathematical Geology "I would highly recommend the addition of this book to the libraries of both students and professionals. It is a useful textbook for the graduate student, because it emphasizes both the philosophy and practice of robustness in regression settings, and it provides excellent examples of precise, logical proofs of theorems. . . .Even for those who are familiar with robustness, the book will be a good reference because it consolidates the research in high-breakdown affine equivariant estimators and includes an extensive bibliography in robust regression, outlier diagnostics, and related methods. The aim of this book, the authors tell us, is ‘to make robust regression available for everyday statistical practice.’ Rousseeuw and Leroy have included all of the necessary ingredients to make this happen." –Journal of the American Statistical Association

Robust Regression and Outlier Detection

Author: Peter J. Rousseeuw
Publisher: John Wiley & Sons
ISBN: 0471488550
Release Date: 2003-10-03
Genre: Mathematics

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. From the Reviews of A User?s Guide to Principal Components "The book is aptly and correctly named?A User?s Guide. It is the kind of book that a user at any level, novice or skilled practitioner, would want to have at hand for autotutorial, for refresher, or as a general-purpose guide through the maze of modern PCA." ?Technometrics "I recommend A User?s Guide to Principal Components to anyone who is running multivariate analyses, or who contemplates performing such analyses. Those who write their own software will find the book helpful in designing better programs. Those who use off-the-shelf software will find it invaluable in interpreting the results." ?Mathematical Geology

Robust Statistics

Author: Ricardo A. Maronna
Publisher: John Wiley & Sons
ISBN: 9781119214663
Release Date: 2018-10-19
Genre: Mathematics

A new edition of this popular text on robust statistics, thoroughly updated to include new and improved methods and focus on implementation of methodology using the increasingly popular open-source software R. Classical statistics fail to cope well with outliers associated with deviations from standard distributions. Robust statistical methods take into account these deviations when estimating the parameters of parametric models, thus increasing the reliability of fitted models and associated inference. This new, second edition of Robust Statistics: Theory and Methods (with R) presents a broad coverage of the theory of robust statistics that is integrated with computing methods and applications. Updated to include important new research results of the last decade and focus on the use of the popular software package R, it features in-depth coverage of the key methodology, including regression, multivariate analysis, and time series modeling. The book is illustrated throughout by a range of examples and applications that are supported by a companion website featuring data sets and R code that allow the reader to reproduce the examples given in the book. Unlike other books on the market, Robust Statistics: Theory and Methods (with R) offers the most comprehensive, definitive, and up-to-date treatment of the subject. It features chapters on estimating location and scale; measuring robustness; linear regression with fixed and with random predictors; multivariate analysis; generalized linear models; time series; numerical algorithms; and asymptotic theory of M-estimates. Explains both the use and theoretical justification of robust methods Guides readers in selecting and using the most appropriate robust methods for their problems Features computational algorithms for the core methods Robust statistics research results of the last decade included in this 2nd edition include: fast deterministic robust regression, finite-sample robustness, robust regularized regression, robust location and scatter estimation with missing data, robust estimation with independent outliers in variables, and robust mixed linear models. Robust Statistics aims to stimulate the use of robust methods as a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. It is an ideal resource for researchers, practitioners, and graduate students in statistics, engineering, computer science, and physical and social sciences.

Robustness Theory and Application

Author: Brenton R. Clarke
Publisher: John Wiley & Sons
ISBN: 9781118669501
Release Date: 2018-06-21
Genre: Mathematics

A preeminent expert in the field explores new and exciting methodologies in the ever-growing field of robust statistics Used to develop data analytical methods, which are resistant to outlying observations in the data, while capable of detecting outliers, robust statistics is extremely useful for solving an array of common problems, such as estimating location, scale, and regression parameters. Written by an internationally recognized expert in the field of robust statistics, this book addresses a range of well-established techniques while exploring, in depth, new and exciting methodologies. Local robustness and global robustness are discussed, and problems of non-identifiability and adaptive estimation are considered. Rather than attempt an exhaustive investigation of robustness, the author provides readers with a timely review of many of the most important problems in statistical inference involving robust estimation, along with a brief look at confidence intervals for location. Throughout, the author meticulously links research in maximum likelihood estimation with the more general M-estimation methodology. Specific applications and R and some MATLAB subroutines with accompanying data sets—available both in the text and online—are employed wherever appropriate. Providing invaluable insights and guidance, Robustness Theory and Application: Offers a balanced presentation of theory and applications within each topic-specific discussion Features solved examples throughout which help clarify complex and/or difficult concepts Meticulously links research in maximum likelihood type estimation with the more general M-estimation methodology Delves into new methodologies which have been developed over the past decade without stinting on coverage of “tried-and-true” methodologies Includes R and some MATLAB subroutines with accompanying data sets, which help illustrate the power of the methods described Robustness Theory and Application is an important resource for all statisticians interested in the topic of robust statistics. This book encompasses both past and present research, making it a valuable supplemental text for graduate-level courses in robustness.

Outliers in Statistical Data

Author: Vic Barnett
Publisher: Wiley-Blackwell
ISBN: UCSD:31822016471997
Release Date: 1994-05-09
Genre: Mathematics

From its initial publication this book has been the standard text on the subject. Since then there has been a continuing high level of activity, and work has developed in all major areas. This third edition reflects the latest state of knowledge with fully revised and extended coverage of all topics. Additional topics and new emphases are presented and a richer coverage of practical fields and computer-based facilities, together with a fully updated reference list, are provided.

Robust Correlation

Author: Georgy L. Shevlyakov
Publisher: John Wiley & Sons
ISBN: 9781119264491
Release Date: 2016-09-08
Genre: Mathematics

This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions, as well as discussing the related concepts of correlation matrices, partial correlation, canonical correlation, rank correlations, with the corresponding robust and non-robust estimation procedures. Every chapter contains a set of examples with simulated and real-life data. Key features: Makes modern and robust correlation methods readily available and understandable to practitioners, specialists, and consultants working in various fields. Focuses on implementation of methodology and application of robust correlation with R. Introduces the main approaches in robust statistics, such as Huber’s minimax approach and Hampel’s approach based on influence functions. Explores various robust estimates of the correlation coefficient including the minimax variance and bias estimates as well as the most B- and V-robust estimates. Contains applications of robust correlation methods to exploratory data analysis, multivariate statistics, statistics of time series, and to real-life data. Includes an accompanying website featuring computer code and datasets Features exercises and examples throughout the text using both small and large data sets. Theoretical and applied statisticians, specialists in multivariate statistics, robust statistics, robust time series analysis, data analysis and signal processing will benefit from this book. Practitioners who use correlation based methods in their work as well as postgraduate students in statistics will also find this book useful.

Anomaly Detection Principles and Algorithms

Author: Kishan G. Mehrotra
Publisher: Springer
ISBN: 9783319675268
Release Date: 2017-11-18
Genre: Computers

This book provides a readable and elegant presentation of the principles of anomaly detection,providing an easy introduction for newcomers to the field. A large number of algorithms are succinctly described, along with a presentation of their strengths and weaknesses. The authors also cover algorithms that address different kinds of problems of interest with single and multiple time series data and multi-dimensional data. New ensemble anomaly detection algorithms are described, utilizing the benefits provided by diverse algorithms, each of which work well on some kinds of data. With advancements in technology and the extensive use of the internet as a medium for communications and commerce, there has been a tremendous increase in the threats faced by individuals and organizations from attackers and criminal entities. Variations in the observable behaviors of individuals (from others and from their own past behaviors) have been found to be useful in predicting potential problems of various kinds. Hence computer scientists and statisticians have been conducting research on automatically identifying anomalies in large datasets. This book will primarily target practitioners and researchers who are newcomers to the area of modern anomaly detection techniques. Advanced-level students in computer science will also find this book helpful with their studies.

Modern Regression Methods

Author: Thomas P. Ryan
Publisher: John Wiley & Sons
ISBN: 9780470081860
Release Date: 2008-11-10
Genre: Mathematics

"Over the years, I have had the opportunity to teach several regression courses, and I cannot think of a better undergraduate text than this one." (The American Statistician) "The book is well written and has many exercises. It can serve as a very good textbook for scientists and engineers, with only basic statistics as a prerequisite. I also highly recommend it to practitioners who want to solve real-life prediction problems." (Computing Reviews) Modern Regression Methods, Second Edition maintains the accessible organization, breadth of coverage, and cutting-edge appeal that earned its predecessor the title of being one of the top five books for statisticians by an Amstat News book editor in 2003. This new edition has been updated and enhanced to include all-new information on the latest advances and research in the evolving field of regression analysis. The book provides a unique treatment of fundamental regression methods, such as diagnostics, transformations, robust regression, and ridge regression. Unifying key concepts and procedures, this new edition emphasizes applications to provide a more hands-on and comprehensive understanding of regression diagnostics. New features of the Second Edition include: A revised chapter on logistic regression, including improved methods of parameter estimation A new chapter focusing on additional topics of study in regression, including quantile regression, semiparametric regression, and Poisson regression A wealth of new and updated exercises with worked solutions An extensive FTP site complete with Minitab macros, which allow the reader to compute analyses, and specialized procedures Updated references at the end of each chapter that direct the reader to the appropriate resources for further study An accessible guide to state-of-the-art regression techniques, Modern Regression Methods, Second Edition is an excellent book for courses in regression analysis at the upper-undergraduate and graduate levels. It is also a valuable reference for practicing statisticians, engineers, and physical scientists.

Handbook of Regression Methods

Author: Derek Scott Young
Publisher: CRC Press
ISBN: 9781351650748
Release Date: 2017-06-15
Genre: Mathematics

This book is intended to read like a handbook for regression methods. It provides a broad survey of both standard and non-standard regression models and topics. Thus, the treatment includes topics that would typically be covered in a master's-level statistics course in regression (e.g., simple/multiple linear regression, residual analysis, and ANOVA; as well as more specialized topics like biased regression procedures, multivariate regression, and count regression models).

Statistical Analysis with Missing Data

Author: Roderick J. A. Little
Publisher: John Wiley & Sons
ISBN: 9781118625880
Release Date: 2014-08-25
Genre: Mathematics

Praise for the First Edition of Statistical Analysis with Missing Data "An important contribution to the applied statistics literature.... I give the book high marks for unifying and making accessible much of the past and current work in this important area." —William E. Strawderman, Rutgers University "This book...provide[s] interesting real-life examples, stimulating end-of-chapter exercises, and up-to-date references. It should be on every applied statistician’s bookshelf." —The Statistician "The book should be studied in the statistical methods department in every statistical agency." —Journal of Official Statistics Statistical analysis of data sets with missing values is a pervasive problem for which standard methods are of limited value. The first edition of Statistical Analysis with Missing Data has been a standard reference on missing-data methods. Now, reflecting extensive developments in Bayesian methods for simulating posterior distributions, this Second Edition by two acknowledged experts on the subject offers a thoroughly up-to-date, reorganized survey of current methodology for handling missing-data problems. Blending theory and application, authors Roderick Little and Donald Rubin review historical approaches to the subject and describe rigorous yet simple methods for multivariate analysis with missing values. They then provide a coherent theory for analysis of problems based on likelihoods derived from statistical models for the data and the missing-data mechanism and apply the theory to a wide range of important missing-data problems. The new edition now enlarges its coverage to include: Expanded coverage of Bayesian methodology, both theoretical and computational, and of multiple imputation Analysis of data with missing values where inferences are based on likelihoods derived from formal statistical models for the data-generating and missing-data mechanisms Applications of the approach in a variety of contexts including regression, factor analysis, contingency table analysis, time series, and sample survey inference Extensive references, examples, and exercises Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Statistical Analysis With Missing Data was among those chosen.

Linear Models

Author: Debasis Sengupta
Publisher: World Scientific
ISBN: 981256490X
Release Date: 2003
Genre: Mathematics

Linear Models: An Integrated Approach aims to provide a clearand deep understanding of the general linear model using simplestatistical ideas. Elegant geometric arguments are also invoked asneeded and a review of vector spaces and matrices is provided to makethe treatment self-contained.

Robust Nonlinear Regression

Author: Hossein Riazoshams
Publisher: John Wiley & Sons
ISBN: 9781119010449
Release Date: 2018-06-11
Genre: Mathematics

The first book to discuss robust aspects of nonlinear regression—with applications using R software Robust Nonlinear Regression: with Applications using R covers a variety of theories and applications of nonlinear robust regression. It discusses both parts of the classic and robust aspects of nonlinear regression and focuses on outlier effects. It develops new methods in robust nonlinear regression and implements a set of objects and functions in S-language under SPLUS and R software. The software covers a wide range of robust nonlinear fitting and inferences, and is designed to provide facilities for computer users to define their own nonlinear models as an object, and fit models using classic and robust methods as well as detect outliers. The implemented objects and functions can be applied by practitioners as well as researchers. The book offers comprehensive coverage of the subject in 9 chapters: Theories of Nonlinear Regression and Inference; Introduction to R; Optimization; Theories of Robust Nonlinear Methods; Robust and Classical Nonlinear Regression with Autocorrelated and Heteroscedastic errors; Outlier Detection; R Packages in Nonlinear Regression; A New R Package in Robust Nonlinear Regression; and Object Sets. The first comprehensive coverage of this field covers a variety of both theoretical and applied topics surrounding robust nonlinear regression Addresses some commonly mishandled aspects of modeling R packages for both classical and robust nonlinear regression are presented in detail in the book and on an accompanying website Robust Nonlinear Regression: with Applications using R is an ideal text for statisticians, biostatisticians, and statistical consultants, as well as advanced level students of statistics.

Business Survey Methods

Author: Brenda G. Cox
Publisher: John Wiley & Sons
ISBN: 9781118150535
Release Date: 2011-09-20
Genre: Mathematics

Consists of invited papers, from internationally recognized researchers, chosen for their quality as well as their overall unity. Describes current methods along with innovative research and presents new technologies for solving problems unique to establishment surveys. Stages of the survey process are addressed in the first five parts with cross-cutting topics in the last section.

Regression Analysis by Example

Author: Samprit Chatterjee
Publisher: John Wiley & Sons
ISBN: 9780470055458
Release Date: 2006-10-20
Genre: Mathematics

The essentials of regression analysis through practical applications Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of theoretical results, empirical rules, and subjective judgement. Regression Analysis by Example, Fourth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The book offers in-depth treatment of regression diagnostics, transformation, multicollinearity, logistic regression, and robust regression. This new edition features the following enhancements: Chapter 12, Logistic Regression, is expanded to reflect the increased use of the logit models in statistical analysis A new chapter entitled Further Topics discusses advanced areas of regression analysis Reorganized, expanded, and upgraded exercises appear at the end of each chapter A fully integrated Web page provides data sets Numerous graphical displays highlight the significance of visual appeal Regression Analysis by Example, Fourth Edition is suitable for anyone with an understanding of elementary statistics. Methods of regression analysis are clearly demonstrated, and examples containing the types of irregularities commonly encountered in the real world are provided. Each example isolates one or two techniques and features detailed discussions of the techniques themselves, the required assumptions, and the evaluated success of each technique. The methods described throughout the book can be carried out with most of the currently available statistical software packages, such as the software package R. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Outlier Analysis

Author: Charu C. Aggarwal
Publisher: Springer
ISBN: 9783319475783
Release Date: 2016-12-10
Genre: Computers

This book provides comprehensive coverage of the field of outlier analysis from a computer science point of view. It integrates methods from data mining, machine learning, and statistics within the computational framework and therefore appeals to multiple communities. The chapters of this book can be organized into three categories: Basic algorithms: Chapters 1 through 7 discuss the fundamental algorithms for outlier analysis, including probabilistic and statistical methods, linear methods, proximity-based methods, high-dimensional (subspace) methods, ensemble methods, and supervised methods. Domain-specific methods: Chapters 8 through 12 discuss outlier detection algorithms for various domains of data, such as text, categorical data, time-series data, discrete sequence data, spatial data, and network data. Applications: Chapter 13 is devoted to various applications of outlier analysis. Some guidance is also provided for the practitioner. The second edition of this book is more detailed and is written to appeal to both researchers and practitioners. Significant new material has been added on topics such as kernel methods, one-class support-vector machines, matrix factorization, neural networks, outlier ensembles, time-series methods, and subspace methods. It is written as a textbook and can be used for classroom teaching.