Robust Statistics and Econometrics : With Economic and Financial Applications, Other digital Book

Robust Statistics and Econometrics : With Economic and Financial Applications Other digital

Other digital

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With a growing importance the area of financial statistics, this book provides an accessible treatment of the principles of robust statistical procedures and their use in statistical and econometric analyses, together with economic and financial applications.

The emphasis throughout is on practical use through algorithmic implementation, and includes discussion of software available for robust statistics - including S-Plus and MATLAB.

Theoretical and computer-based exercises are included, illustrating the theory with worked examples in the second section of the book, enabling use on short courses, conference workshops, etc.

It is supported by a Website featuring data sets and programs which enhances its accessibility.

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