ISBN: 3790815187
TITLE: Developments in Robust Statistics
AUTHOR: Dutter et al.
TOC:

Preface V
List of Participants XI
List of Referees XV
Robust Time Series Estimation via Weighted Likelihood
C. Agostinelli 1
An Exchange Algorithm for Computing the Least Quartile Difference Estimator
J. Agull 17
Selected Algorithms for Robust M- and L-Regression Estimators
J. Antoch and H. Ekblom 32
A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression
O. Arslan 50
Algorithms to Compute CM- and S-Estimates for Regression
O. Arslan, O. Edlund, and H. Ekblom 62
Quantile Models and Estimators for Data Analysis
G.W. Bassett Jr., M.-Y.S. Tam, and K. Knight 77
Estimation in the Generalized Poisson Model via Robust Testing
T. Bednarski 88
A Comparison of Some New Measures of Skewness
G. Brys, M. Hubert, and A. Struyf 98
Robust Inference Based on Quasi-likelihoods for Generalized Linear
Models and Longitudinal Data
E. Cantoni 114
Robust Tools in SAS
C. Chen 125
Robustness Issues Regarding Content-corrected Tolerance Limits
L.T. Fernholz 134
Breakdown-point for Spatially and Temporally Correlated Observations
M.G. Genton 148
On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates
X. He and M.-O. Kim 160
Robust PCA for High-dimensional Data
M. Hubert, P.J. Rousseeuw, and S. Verboven 169
Robustness Analysis in Forecasting of Time Series
Y. Kharin 180
Lift-zonoid and Multivariate Depths
G.A. Koshevoy 194
Asymptotic Distributions of Some Scale Estimators in Nonlinear Models
H.L. Koul 203
Robust Nonparametric Regression and Modality
A. Kovac 218
Computing a High Depth Point in the Plane
S. Langerman and W. Steiger 228
Robust Portfolio Optimization
G.J. Lauprete, A.M. Samarov, and R.E. Welsch 235
BootQC: Bootstrap for Robust Analysis of Aviation Safety Data
R.Y. Liu 246
Optimal Weights of Evidence with Bounded Influence
S. Morgenthaler and R. Staudte 259
Robust Estimators for Estimating Discontinuous Functions
C.H. Mller 266
Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models
N.M. Neykov and C.H. Mller 277
Comparison of Three Methods for Robust Redundancy Analysis
M.R. Oliveira and J.A. Branco 287
A Test for Normality Based on Robust Regression Residuals
A.. nder and A. Zaman 296
Tests on Fractional Cointegration
A. Peters and P. Sibbertsen 301
Robust Linear Discriminant Analysis and the Projection Pursuit Approach
A.M. Pires 317
Small Sample Corrections for LTS and MCD
G. Pison, S. Van Aelst, and G. Willems 330
Computation of the Multivariate Oja Median
T. Ronkainen, H. Oja, and P. Orponen 344
Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants
M.M. Souto de Miranda 360
Control Charts for the Median and Interquartile Range
A.J. Stromberg, W. Griffith, and M. Smith 368
Unbiasedness in Least Quantile Regression
D. Tasche 377
Tests of Independence Based on Sign and Rank Covariances
S. Taskinen, A. Kankainen, and H. Oja 387
Java and Computing for Robust Statistics
V. Todorov 404
A Robust Hotelling Test
G. Willems, G. Pison, P.J. Rousseeuw, and S. Van Aelst 417
END
