Mengxi Yi, Nordhausen K. (eds.) Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler

Springer, 2023. — 500 p.This book presents recent developments in multivariate and robust statistical methods. Featuring contributions by leading experts in the field it covers various topics, including multivariate and high-dimensional methods, time series, graphical models, robust estimation, supervised learning and normal extremes. It will appeal to statistics and data science researchers, PhD students and practitioners who are interested in modern multivariate and robust statistics. The book is dedicated to David E. Tyler on the occasion of his pending retirement and also includes a review contribution on the popular Tyler’s shape matrix.Foreword
Preface
Acknowledgements
List of ContributorsAbout David E. Tyler's PublicationsAn Analysis of David E. Tyler's Publication and Coauthor Network
A Review of Tyler's Shape Matrix and Its ExtensionsMultivariate Theory and MethodsOn the Asymptotic Behavior of the Leading Eigenvector of Tyler's Shape Estimator Under Weak Identifiability
On Minimax Shrinkage Estimation with Variable Selection
On the Finite-Sample Performance of Measure-Transportation-Based Multivariate Rank Tests
Refining Invariant Coordinate Selection via Local Projection Pursuit
Directional Distributions and the Half-Angle PrincipleRobust Theory and MethodsPower M-Estimators for Location and Scatter
On Robust Estimators of a Sphericity Measure in High Dimension
Detecting Outliers in Compositional Data Using Invariant Coordinate Selection
Robust Forecasting of Multiple Time Series with One-Sided Dynamic Principal Components
Robust and Sparse Estimation of Graphical Models Based on Multivariate Winsorization
Robustly Fitting Gaussian Graphical Models—the R Package robFitConGraph
Robust Estimation of General Linear Mixed Effects Models
Asymptotic Behaviour of Penalized Robust Estimators in Logistic Regression When Dimension Increases
Conditional Distribution-Based Downweighting for Robust Estimation of Logistic Regression Models
Bias Calibration for Robust Estimation in Small Areas
The Diverging Definition of Robustness in Statistics and Computer VisionOther MethodsPower Calculations and Critical Values for Two-Stage Nonparametric Testing Regimes
Data Nuggets in Supervised Learning
Improved Convergence Rates of Normal Extremes
Local Spectral Analysis of Qualitative Sequences via Minimum Description Length