Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)

A complete, balanced introduction to the concepts, theory and applications of robust statistics, this book provides a comprehensive account of the infinitesimal approach and offers insight into the robustness properties of existing procedures. It describes the effect of an outlier on virtually all classical statistical models and covers related notions such as the breakdown point and the change-of-variance functions. The cloth edition of this book was published in February 1986.