Theory And Applications Of Recent Robust

Hubert, Mia/ Pison, Greet (Editor)/ Struyf, Anja (Editor)/ Aelst, Stefan Van (Editor)/ INTERNATIONAL CONFERENCE ON ROBUST STATI

ISBN 10: 3764370602 / ISBN 13: 9783764370602

Editore: Birkhauser, 2004

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1st edition. 400 pages. German language. 10.00x7.00x1.00 inches. In Stock. Codice articolo x-3764370602

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Titolo: Theory And Applications Of Recent Robust

Casa editrice: Birkhauser

Data di pubblicazione: 2004

Legatura: Hardcover

Condizione: Brand New

Descrizione articolo

Riassunto:

Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics

Treats computational aspects and algorithms and shows interesting and new applications.

Contenuti:

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 L2 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 1D 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 S1 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.