Developments in Robust Statistics: International Conference on Robust Statistics 2001 ; with 75 Tables

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Rudolf Dutter, Peter Filzmoser, Ursula Gather, Peter J. Rousseeuw
Springer Science & Business Media, 2003 - 431 Seiten
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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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Inhalt

Robust Time Series Estimation via Weighted Likelihood
1
An Exchange Algorithm for Computing the Least Quartile Difference Estimator
17
Selected Algorithms for Robust M and LRegression Estimators
32
A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression
50
Algorithms to Compute CM and SEstimates for Regression
62
Quantile Models and Estimators for Data Analysis
77
Estimation in the Generalized Poisson Model via Robust Testing
88
A Comparison of Some New Measures of Skewness
98
Robust Portfolio Optimization
235
Bootstrap for Robust Analysis of Aviation Safety Data
246
Optimal Weights of Evidence with Bounded Influence
259
Robust Estimators for Estimating Discontinuous Functions
266
Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models
277
Comparison of Three Methods for Robust Redundancy Analysis
287
A Test for Normality Based on Robust Regression Residuals
296
Comparison of a Finite M and MLtest on Fractional Cointegration
307

Robust Inference Based on Quasilikelihoods for Generalized Linear Models and Longitudinal Data
114
Robust Tools in SAS
125
Robustness Issues Regarding Contentcorrected Tolerance Limits
134
Breakdownpoint for Spatially and Temporally Correlated Observations
148
On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Timeindependent Covariates
160
Robust PCA for Highdimensional Data
169
Robustness Analysis in Forecasting of Time Series
180
Liftzonoid and Multivariate Depths
194
Asymptotic Distributions of Some Scale Estimators in Nonlinear Models
203
Robust Nonparametric Regression and Modality
218
Computing a High Depth Point in the Plane
228
Robust Linear Discriminant Analysis and the Projection Pursuit Approach
317
Small Sample Corrections for LTS and MCD
330
Computation of the Multivariate Oja Median
344
A Study on Tuning Constants
360
Control Charts for the Median and Interquartile Range
368
Unbiasedness in Least Quantile Regression
377
Tests of Independence Based on Sign and Rank Covariances
387
Java and Computing for Robust Statistics
404
A Robust Hotelling Test
417
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