Statistical Inference Based on the Density Power Divergence: The Robustness Perspective
暫譯: 基於密度功率發散的統計推斷:穩健性觀點

Basu, Ayanendranath, Ghosh, Abhik, Pardo, Leandro

  • 出版商: CRC
  • 出版日期: 2026-06-25
  • 售價: $7,700
  • 貴賓價: 9.5$7,315
  • 語言: 英文
  • 頁數: 460
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0367541432
  • ISBN-13: 9780367541439
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

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商品描述

All scientists, researchers, and data analysts, who handle real data as part of their scientific explorations, have had, from time to time, to face to the problem of dealing with data which do not exactly conform to the model which was expected to describe these data. Often such non-conformity is manifested through outliers. Classical techniques, which are usually optimal for "pure" data, generally have poor resistance to "noisy" data consisting of outliers or exhibiting other forms of model misspecification. This book discusses a particular method of inference which employs a robust minimum distance approach for noisy data.

  • Provides all the up-to-date details about a very popular robust inference method based on the density power divergence within one cover
  • Covers the general theory as well as applications to special types of data like survival data, count data, binary data, time series data, Markov dependent data, and many more
  • Discusses the problem of Bayesian robustness against data contamination
  • Guides the readers for practical use of this popular robust inference method through several real-life examples along with their implementation in the statistical software R (available from the author's website)
  • Contains many open problems in this popular research area of robust inferences, which will help the readers to choose their new research problems and enrich the field by solving them

Statistical Inference based on the Denisty Power Divergence is aimed primarily at advanced graduate students, research scholars, and scientists working on robust statistical methods. Researchers from several applied fields (like biology, economics, medical sciences, sociology, business and finance, etc.) who need to analyse their experimental data with some potential noises and outliers will also find this book useful.

商品描述(中文翻譯)

所有科學家、研究人員和數據分析師在進行科學探索時,處理真實數據時,時常需要面對一個問題:如何處理不完全符合預期模型的數據。這種不符合的情況通常會通過異常值來表現出來。傳統技術通常對於「純」數據是最佳的,但對於包含異常值或顯示其他模型錯誤規範的「噪聲」數據則抵抗力較差。本書討論了一種特定的推斷方法,該方法採用穩健的最小距離方法來處理噪聲數據。

- 提供有關基於密度功率偏差的非常流行的穩健推斷方法的所有最新細節
- 涵蓋一般理論以及對生存數據、計數數據、二元數據、時間序列數據、馬可夫依賴數據等特殊類型數據的應用
- 討論了貝葉斯穩健性對數據污染的問題
- 通過幾個現實生活中的例子及其在統計軟件 R 中的實現(可從作者網站獲得),指導讀者實際使用這種流行的穩健推斷方法
- 包含許多在這個流行的穩健推斷研究領域中的開放問題,幫助讀者選擇新的研究問題並通過解決這些問題來豐富該領域

基於密度功率偏差的統計推斷主要針對高級研究生、研究學者和從事穩健統計方法的科學家。來自多個應用領域(如生物學、經濟學、醫學科學、社會學、商業和金融等)的研究人員,若需要分析其實驗數據中可能存在的噪聲和異常值,也會發現本書非常有用。

作者簡介

Ayanendranath Basu got his PhD in Statistics from the Pennsylvania State University, USA, in 1991, working under the supervision of Professor Bruce G. Lindsay. After graduation he spent four years at the Department of Mathematics, University of Texas at Austin, USA, as an Assistant Professor. He returned to India and joined the Indian Statistical Institute in 1995, where he is currently a Higher Academic Grade (HAG) Professor at the Interdisciplinary Statistical Research Unit. The primary focus of his research work is on robust statistics and statistical inference based on divergence measures. He was written about 110 refereed journal articles in reputed international journals which include Biometrika, Journal of the American Statistical Association, Bernoulli, Statistica Sinica, Electronic Journal of Statistics, IEEE Transactions in Information Theory and many others. He has authored two books (both from CRC Press) and edited several others. He has supervised the PhD thesis of five students, and is currently supervising several more. He is a recipient of the C. R. Rao National Prize in Statistics of Government of India. He is a fellow the National Academy of Sciences, India, and the West Bengal Academy of Science and Technology.

Abhik Ghosh is currently an Assistant professor in the Interdisciplinary Statistical Research Unit, Indian Statistical Institute, Kolkata. He received his B.Stat. (Honours) and M.Stat. (Specialization: Mathematical Statistics and Probability) degrees with gold medals in 2010 and 2012, respectively, from the Indian Statistical Institute (ISI), Kolkata, India. He then completed his PhD in Statistics from the same institute in 2015 under the guidance of Prof. Ayanendranath Basu and did his postdoctoral research at the University of Oslo, Norway. His research involves divergence measures and minimum divergence inference, data robustness under the Bayesian paradigm, robust and high-dimensional statistical methods with applications to biostatistics and biometrics, robust testing of hypothesis, etc. He has received several international recognitions for his research. These include the first place at the Jan Tinbergen Awards (2013) for young statisticians from developing countries given by the International Statistical Institute, 2017 ISCB Conference Award for Scientists from International Society of Clinical Biostatistics (ISCB), an IMS New Researcher Travel Award given by Institute of Mathematical Statistics (IMS), and an IBS Travel Award from the International Biometric Society (IBS). He has also received the 2016 ISCA Young Scientist Award in Mathematical Sciences from Indian Science Congress Association (ISCA), the 2016 Prof. A. M. Mathai Award from the Indian Mathematical Society, the 2017 Bose-Nandi Young Statistician Award (1st Place) given by the Calcutta Statistical Association (CSA), and many more national award.

Leandro Pardo got his PhD from the Complutense University of Madrid, Spain, in 1980, where he is currently a Full Professor. He does research in many areas of statistics and probability, but his primary interest is in statistical inference based on divergence measures. He has published extensively and has more than 250 papers in refereed international journals. He has written a major research monograph on divergence measures (published by Chapman and Hall/CRC). He has guided eight PhD dissertations and continues to guide more students. He is a past president of the Spanish Society of Statistics and Operations Research. He has also contributed significantly to editorial work, and, among other activities, is a former Editor-in-Chief of TEST. He is also an elected member of the International Statistical Institute. He has also had a large number of funded research projects during his long career.

作者簡介(中文翻譯)

Ayanendranath Basu 於1991年在美國賓夕法尼亞州立大學獲得統計學博士學位,指導教授為Bruce G. Lindsay教授。畢業後,他在美國德克薩斯州奧斯汀市的數學系擔任助理教授四年。1995年,他回到印度,加入印度統計學研究所,目前擔任跨學科統計研究單位的高級學術職級教授。他的研究工作主要集中在穩健統計和基於發散度量的統計推斷上。他在多個知名國際期刊上發表了約110篇經過審核的期刊文章,包括Biometrika、Journal of the American Statistical Association、Bernoulli、Statistica Sinica、Electronic Journal of Statistics、IEEE Transactions in Information Theory等。他著有兩本書(均由CRC Press出版)並編輯了幾本其他書籍。他指導了五位學生的博士論文,並目前正在指導幾位學生。他是印度政府頒發的C. R. Rao國家統計獎的獲得者,也是印度科學院和西孟加拉科學與技術學院的院士。

Abhik Ghosh 目前是印度統計學研究所(Kolkata)跨學科統計研究單位的助理教授。他於2010年和2012年分別獲得印度統計學研究所(ISI)頒發的B.Stat.(榮譽)和M.Stat.(專業:數學統計與概率)學位,並獲得金獎。他於2015年在同一所學校完成統計學博士學位,指導教授為Ayanendranath Basu教授,並在挪威奧斯陸大學進行博士後研究。他的研究涉及發散度量和最小發散推斷、貝葉斯範式下的數據穩健性、穩健和高維統計方法在生物統計學和生物識別學中的應用、穩健的假設檢驗等。他的研究獲得了多項國際認可,包括2013年國際統計學會頒發的發展中國家年輕統計學家Jan Tinbergen獎第一名、2017年國際臨床生物統計學會(ISCB)頒發的ISCB會議科學家獎、數學統計學會(IMS)頒發的IMS新研究者旅行獎,以及國際生物統計學會(IBS)頒發的IBS旅行獎。他還獲得了2016年印度科學大會(ISCA)數學科學年輕科學家獎、2016年印度數學學會頒發的A. M. Mathai教授獎、2017年加爾各答統計學會(CSA)頒發的Bose-Nandi年輕統計學家獎(第一名)等多項國家獎項。

Leandro Pardo 於1980年在西班牙馬德里康普頓斯大學獲得博士學位,目前擔任該校的全職教授。他在統計學和概率的多個領域進行研究,但主要關注基於發散度量的統計推斷。他發表了大量論文,在經過審核的國際期刊上有超過250篇文章。他撰寫了一本關於發散度量的主要研究專著(由Chapman and Hall/CRC出版)。他指導了八篇博士論文,並繼續指導更多學生。他曾擔任西班牙統計學與運籌學會的會長,並在編輯工作方面做出了重要貢獻,曾擔任TEST的主編。他也是國際統計學會的當選成員。在他漫長的職業生涯中,他還參與了大量的資助研究項目。