Developments in Robust Statistics

International Conference on Robust Statistics 2001

By: Rudolf Dutter (Editor), Peter Filzmoser (Editor), Ursula Gather (Editor)

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Hardcover | 18 September 2002

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Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g. : robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

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Preface
List of Participants
List of Referees
Robust Time Series Estimation via Weighted Likelihood	p. 1
An Exchange Algorithm for Computing the Least Quartile Difference Estimator	p. 17
Selected Algorithms for Robust M- and L - Regression Estimators	p. 32
A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression	p. 50
Algorithms to Compute CM- and S-Estimates for Regression	p. 62
Quantile Models and Estimators for Data Analysis	p. 77
Estimation in the Generalized Poisson Model via Robust Testing	p. 88
A Comparison of Some New Measures of Skewness	p. 98
Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data	p. 114
Robust Tools in SAS	p. 125
Robustness Issues Regarding Content-corrected Tolerance Limits	p. 134
Breakdown-point for Spatially and Temporally Correlated Observations	p. 148
On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates	p. 160
Robust PCA for High-dimensional Data	p. 169
Robustness Analysis in Forecasting of Time Series	p. 180
Lift-zonoid and Multivariate Depths	p. 194
Asymptotic Distributions of Some Scale Estimators in Nonlinear Models	p. 203
Robust Nonparametric Regression and Modality	p. 218
Computing a High Depth Point in the Plane	p. 228
Robust Portfolio Optimization	p. 235
BootQC: Bootstrap for Robust Analysis of Aviation Safety Data	p. 246
Optimal Weights of Evidence with Bounded Influence	p. 259
Robust Estimators for Estimating Discontinuous Functions	p. 266
Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models	p. 277
Comparison of Three Methods for Robust Redundancy Analysis	p. 287
A Test for Normality Based on Robust Regression Residuals	p. 296
Tests on Fractional Cointegration	p. 307
Robust Linear Discriminant Analysis and the Projection Pursuit Approach	p. 317
Small Sample Corrections for LTS and MCD	p. 330
Computation of the Multivariate Oja Median	p. 344
Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants	p. 360
Control Charts for the Median and Interquartile Range	p. 368
Unbiasedness in Least Quantile Regression	p. 377
Tests of Independence Based on Sign and Rank Covariances	p. 387
Java and Computing for Rubust Statistics	p. 404
A Robust Hotelling Test	p. 417
Table of Contents provided by Blackwell. All Rights Reserved.

Developments in Robust Statistics

International Conference on Robust Statistics 2001

At a Glance

Hardcover

Shipping

How to return your order

Defective items

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