Title | Developments in Robust Statistics [electronic resource] : International Conference on Robust Statistics 2001 / edited by Rudolf Dutter, Peter Filzmoser, Ursula Gather, Peter J. Rousseeuw |
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Imprint | Heidelberg : Physica-Verlag HD : Imprint: Physica, 2003 |
Connect to | http://dx.doi.org/10.1007/978-3-642-57338-5 |
Descript | XVI, 431 p. online resource |
Robust Time Series Estimation via Weighted Likelihood -- An Exchange Algorithm for Computing the Least Quartile Difference Estimator -- Selected Algorithms for Robust Mโ and LโRegression Estimators -- A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression -- Algorithms to Compute CM- and S-Estimates for Regression -- Quantile Models and Estimators for Data Analysis -- Estimation in the Generalized Poisson Model via Robust Testing -- A Comparison of Some New Measures of Skewness -- Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data -- Robust Tools in SAS -- Robustness Issues Regarding Content-corrected Tolerance Limits -- Breakdown-point for Spatially and Temporally Correlated Observations -- On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates -- Robust PCA for High-dimensional Data -- Robustness Analysis in Forecasting of Time Series -- Lift-zonoid and Multivariate Depths -- Asymptotic Distributions of Some Scale Estimators in Nonlinear Models -- Robust Nonparametric Regression and Modality -- Computing a High Depth Point in the Plane -- Robust Portfolio Optimization -- BootQC: Bootstrap for Robust Analysis of Aviation Safety Data -- Optimal Weights of Evidence with Bounded Influence -- Robust Estimators for Estimating Discontinuous Functions -- Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models -- Comparison of Three Methods for Robust Redundancy Analysis -- A Test for Normality Based on Robust Regression Residuals -- Tests on Fractional Cointegration -- Robust Linear Discriminant Analysis and the Projection Pursuit Approach -- Small Sample Corrections for LTS and MCD -- Computation of the Multivariate Oja Median -- Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants -- Control Charts for the Median and Interquartile Range -- Unbiasedness in Least Quantile Regression -- Tests of Independence Based on Sign and Rank Covariances -- Java and Computing for Robust Statistics -- A Robust Hotelling Test