Developments in Robust Statistics

by Dutter, R.; Filzmoser, P.; Gather, U.; Rousseeuw, Peter J.

• ISBN13: 9783790815184
• ISBN10: 3790815187
• Format: Hardcover
• Copyright: 2002-09-01
• Publisher: Physica Verlag

Summary

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.

Table of Contents

Preface	v
List of Participants	xi
List of Referees	xv
Robust Time Series Estimation via Weighted Likelihood	1	(16)
C. Agostinelli
An Exchange Algorithm for Computing the Least Quartile Difference Estimator	17	(15)
J. Agullo
Selected Algorithms for Robust M-- and L--Regression Estimators	32	(18)
J. Antoch
H. Ekblom
A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression	50	(12)
O. Arslan
Algorithms to Compute CM- and S-Estimates for Regression	62	(15)
O. Arslan
O. Edlund
H. Ekblom
Quantile Models and Estimators for Data Analysis	77	(11)
G.W. Bassett Jr.
M.-Y.S. Tam
K. Knight
Estimation in the Generalized Poisson Model via Robust Testing	88	(10)
T. Bednarski
A Comparison of Some New Measures of Skewness	98	(16)
G. Brys
M. Hubert
A. Struyf
Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data	114	(11)
E. Cantoni
Robust Tools in SAS	125	(9)
C. Chen
Robustness Issues Regarding Content-corrected Tolerance Limits	134	(14)
L.T. Fernholz
Breakdown-point for Spatially and Temporally Correlated Observations	148	(12)
M.G. Genton
On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates	160	(9)
X. He
M.-O. Kim
Robust PCA for High-dimensional Data	169	(11)
M. Hubert
P.J. Rousseeuw
S. Verboven
Robustness Analysis in Forecasting of Time Series	180	(14)
Y. Kharin
Lift-zonoid and Multivariate Depths	194	(9)
G.A. Koshevoy
Asymptotic Distributions of Some Scale Estimators in Nonlinear Models	203	(15)
H.L. Koul
Robust Nonparametric Regression and Modality	218	(10)
A. Kovac
Computing a High Depth Point in the Plane	228	(7)
S. Langerman
W. Steiger
Robust Portfolio Optimization	235	(11)
G.J. Lauprete
A.M. Samarov
R.E. Welsch
BootQC: Bootstrap for Robust Analysis of Aviation Safety Data	246	(13)
R.Y. Liu
Optimal Weights of Evidence with Bounded Influence	259	(7)
S. Morgenthaler
R. Staudte
Robust Estimators for Estimating Discontinuous Functions	266	(11)
C.H. Muller
Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models	277	(10)
N.M. Neykov
C.H. Muller
Comparison of Three Methods for Robust Redundancy Analysis	287	(9)
M.R. Oliveira
J.A. Branco
A Test for Normality Based on Robust Regression Residuals	296	(11)
A.O. Onder
A. Zaman
Tests on Fractional Cointegration	307	(10)
A. Peters
P. Sibbertsen
Robust Linear Discriminant Analysis and the Projection Pursuit Approach	317	(13)
A.M. Pires
Small Sample Corrections for LTS and MCD	330	(14)
G. Pison
S. Van Aelst
G. Willems
Computation of the Multivariate Oja Median	344	(16)
T. Ronkainen
H. Oja
P. Orponen
Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants	360	(8)
M.M. Souto de Miranda
Control Charts for the Median and Interquartile Range	368	(9)
A.J. Stromberg
W. Griffith
M. Smith
Unbiasedness in Least Quantile Regression	377	(10)
D. Tasche
Tests of Independence Based on Sign and Rank Covariances	387	(17)
S. Taskinen
A. Kankainen
H. Oja
Java and Computing for Robust Statistics	404	(13)
V. Todorov
A Robust Hotelling Test	417
G. Willems
G. Pison
P.J. Rousseeuw
S. Van Aelst