Theory and applications of recent robust methods

Mia Hubert, Greet Pison, Anja Struyf, Stefan Van Aelst - Collection Statistics for industry and technology

400 pages, parution le 09/07/2004

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Résumé

The International Conference for Robust Statistics 2003, ICORS 2003, took place at the University 'of Antwerp, Belgium, from July 13-18. The conference was intended to be a forum where all aspects of robust statistics could be discussed. As such the scientific program included a wide range of talks on new developments and practice of robust statistics, with applications to finance, chemistry, engineering, and other fields. Of equal interest were interactions between robustness and other fields of statistics, and science in general.

This volume offers a wide range of papers that were presented at the conference. Several articles primarily contain new methods and theoretical results, while others investigate empirical properties, discuss computational aspects, or emphasize applications of robust methods. Many contributions contain links to other fields, such as computer vision, computational geometry, chemometrics and finance.

Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods.

Sommaire

Bias Behavior of the Minimum Volume Ellipsoid Estimate
A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight
Robust Strategies for Quantitative Investment Management
An Adaptive Algorithm for Quantile Regression
On Properties of Support Vector Machines for Pattern Recognition in Finite Samples
Smoothed Local L-Estimation With an Application
Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data
Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application
On Robustness to Outliers of Parametric L? Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study
Robust PCR and Robust PLSR: a Comparative Study
Analytic Estimator Densities for Common Parameters
under Misspecified Models
Empirical Comparison of the Classification Performance
of Robust Linear and Quadratic Discriminant Analysis
Estimates of the Tail Index Based on Nonparametric Tests
On Mardia's Tests of Multinormality
Robustness in Sequential Discrimination of Markov Chains
under "Contamination"
Robust Box-Cox Transformations for Simple Regression
Consistency of the Least Weighted Squares Regression Estimator
Algorithms for Robust Model Selection in Linear Regression
Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator
Visualizing ID Regression
Robust Redundancy Analysis by Alternating Regression
Robust ML-estimation of the Transmitter Location
A Family of Scale Estimators by Means of Trimming
Robust Efficient Method of Moments Estimation
Computational Geometry and Statistical Depth Measures
Partial Mixture Estimation and Outlier Detection in Data and Regression
Robust Fitting Using Mean Shift
Applications in Computer Vision
Testing the Equality of Location Parameters for Skewed Distributions Using Si with High Breakdown Robust Scale Estimators
Rank Scores Tests of Multivariate Independence
The Influence of a Stochastic Interest Rate on the n-fold Compound Option
Robust Estimations for Multivariate Sinh"1-Normal Distribution
A Robust Estimator of the Tail Index Based on an Exponential Regression Model
Robust Processing of Mechanical Vibration Measurements
Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Birkhäuser
Auteur(s)	Mia Hubert, Greet Pison, Anja Struyf, Stefan Van Aelst
Collection	Statistics for industry and technology
Parution	09/07/2004
Nb. de pages	400
Format	18 x 26
Couverture	Relié
Poids	1040g
Intérieur	Noir et Blanc
EAN13	9783764370602