Developments in Robust Statistics

Edited by Rudolf Dutter, Peter Filzmoser, Ursula Gather and Peter Rousseeuw

in Springer Books from Springer

Date: 2003
ISBN: 978-3-642-57338-5
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Chapters in this book:

Robust Time Series Estimation via Weighted Likelihood

C. Agostinelli

An Exchange Algorithm for Computing the Least Quartile Difference Estimator

J. Agulló

Selected Algorithms for Robust M- and L-Regression Estimators

J. Antoch and H. Ekblom

A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression

O. Arslan

Algorithms to Compute CM- and S-Estimates for Regression

O. Arslan, O. Edlund and H. Ekblom

Quantile Models and Estimators for Data Analysis

G. W. Bassett, M. -Y. S. Tam and K. Knight

Estimation in the Generalized Poisson Model via Robust Testing

T. Bednarski

A Comparison of Some New Measures of Skewness

G. Brys, M. Hubert and A. Struyf

Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data

E. Cantoni

Robust Tools in SAS

C. Chen

Robustness Issues Regarding Content-corrected Tolerance Limits

L. T. Fernholz

Breakdown-Point for Spatially and Temporally Correlated Observations

M. G. Genton

On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates

X. He and Kim M.-O

Robust PCA for High-dimensional Data

M. Hubert, Peter Rousseeuw and S. Verboven

Robustness Analysis in Forecasting of Time Series

Y. Kharin

Lift-zonoid and Multivariate Depths

G. A. Koshevoy

Asymptotic Distributions of Some Scale Estimators in Nonlinear Models

H. L. Koul

Robust Nonparametric Regression and Modality

A. Kovac

Computing a High Depth Point in the Plane

S. Langerman and W. Steiger

Robust Portfolio Optimization

G. J. Lauprete, A. M. Samarov and R. E. Welsch

BootQC: Bootstrap for Robust Analysis of Aviation Safety Data

R. Y. Liu

Optimal Weights of Evidence with Bounded Influence

S. Morgenthaler and R. Staudte

Robust Estimators for Estimating Discontinuous Functions

C. H. Müller

Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models

N. M. Neykov and C. H. Müller

Comparison of Three Methods for Robust Redundancy Analysis

M. R. Oliveira and J. A. Branco

A Test for Normality Based on Robust Regression Residuals

A. Ö. Önder and A. Zaman

Tests on Fractional Cointegration Comparison of a Finite M— and ML—test on Fractional Cointegration

A. Peters and Philipp Sibbertsen

Robust Linear Discriminant Analysis and the Projection Pursuit Approach

A. M. Pires

Small Sample Corrections for LTS and MCD

G. Pison, S. Van Aelst and G. Willems

Computation of the Multivariate Oja Median

T. Ronkainen, H. Oja and P. Orponen

Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants

M. M. Souto de Miranda

Control Charts for the Median and Interquartile Range

A. J. Stromberg, W. Griffith and M. Smith

Unbiasedness in Least Quantile Regression

Dirk Tasche

Tests of Independence Based on Sign and Rank Covariances

S. Taskinen, A. Kankainen and H. Oja

Java and Computing for Robust Statistics

V. Todorov

A Robust Hotelling Test

G. Willems, G. Pison, Peter Rousseeuw and S. Van Aelst

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DOI: 10.1007/978-3-642-57338-5

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