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Theory and Applications of Recent Robust Methods

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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.

Author(s): J. G. Adrover, V. J. Yohai (auth.), Mia Hubert, Greet Pison, Anja Struyf, Stefan Van Aelst (eds.)
Series: Statistics for Industry and Technology
Edition: 1
Publisher: Birkhäuser Basel
Year: 2004

Language: English
Pages: 400
Tags: Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Statistics for Business/Economics/Mathematical Finance/Insurance

Front Matter....Pages i-xi
Bias Behavior of the Minimum Volume Ellipsoid Estimate....Pages 1-12
A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight....Pages 13-25
Robust Strategies for Quantitative Investment Management....Pages 27-37
An Adaptive Algorithm for Quantile Regression....Pages 39-48
On Properties of Support Vector Machines for Pattern Recognition in Finite Samples....Pages 49-58
Smoothed Local L-Estimation With an Application....Pages 59-70
Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data....Pages 71-82
Generalized d -fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application....Pages 83-91
On Robustness to Outliers of Parametric L 2 Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study....Pages 93-104
Robust PCR and Robust PLSR: a Comparative Study....Pages 105-117
Analytic Estimator Densities for Common Parameters under Misspecified Models....Pages 119-130
Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis....Pages 131-140
Estimates of the Tail Index Based on Nonparametric Tests....Pages 141-152
On Mardia’s Tests of Multinormality....Pages 153-164
Robustness in Sequential Discrimination of Markov Chains under “Contamination”....Pages 165-171
Robust Box-Cox Transformations for Simple Regression....Pages 173-182
Consistency of the Least Weighted Squares Regression Estimator....Pages 183-194
Algorithms for Robust Model Selection in Linear Regression....Pages 195-206
Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator....Pages 207-219
Visualizing 1D Regression....Pages 221-233
Robust Redundancy Analysis by Alternating Regression....Pages 235-246
Robust ML-estimation of the Transmitter Location....Pages 247-258
A Family of Scale Estimators by Means of Trimming....Pages 259-269
Robust Efficient Method of Moments Estimation....Pages 271-282
Computational Geometry and Statistical Depth Measures....Pages 283-295
Partial Mixture Estimation and Outlier Detection in Data and Regression....Pages 297-306
Robust Fitting Using Mean Shift: Applications in Computer Vision....Pages 307-318
Testing the Equality of Location Parameters for Skewed Distributions Using S 1 with High Breakdown Robust Scale Estimators....Pages 319-328
Rank Scores Tests of Multivariate Independence....Pages 329-341
The Influence of a Stochastic Interest Rate on the n-fold Compound Option....Pages 343-353
Robust Estimations for Multivariate Sinh -1 -Normal Distribution....Pages 355-366
A Robust Estimator of the Tail Index Based on an Exponential Regression Model....Pages 367-376
Robust Processing of Mechanical Vibration Measurements....Pages 377-385
Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators....Pages 387-400