Hubert M., Pison G., Struyf A., Van Aelst S. (eds.) Theory and Applications of Recent Robust Methods

Basel: Birkhäuser, 2004. — 398 p. — ISBN: 978-3-0348-9636-8, 978-3-0348-7958-3.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.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.
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.
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 Distribution1.
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.