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Statistical Data Analysis Based on the L1-Norm and Related Methods

  • Conference proceedings
  • © 2002

Overview

Editors:
  1. Yadolah Dodge

    1. Statistics Group, University of Neuchâtel, Neuchâtel, Switzerland

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Part of the book series: Statistics for Industry and Technology (SIT)

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Table of contents (36 papers)

  1. Front Matter

    Pages i-xii
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  2. All About Quantiles

    1. Front Matter

      Pages 1-1
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    2. Quantile Functions and Spread for Multivariate Distributions

      • Jean Avérous
      Pages 3-14

    3. A New Definition of Multivariate M-quantiles

      • Philip Kokic, Jens Breckling, Oliver Lübke
      Pages 15-24

    4. A Depth Function and a Scale Curve Based on Spatial Quantiles

      • Robert Serfling
      Pages 25-38

    5. Sample Quantiles for Locally Dependent Processes

      • Frits Ruymgaart
      Pages 39-46

    6. What are the Limiting Distributions of Quantile Estimators?

      • Keith Knight
      Pages 47-65

    7. New Selection Indices for University Admissions: A Quantile Approach

      • Mo-Yin S. Tam, Gilbert W. Bassett Jr., Uday Sukhatme
      Pages 67-76

    8. Exploring Transition Data through Quantile Regression Methods: An Application to U.S. Unemployment Duration

      • José A. F. Machado, Pedro Portugal
      Pages 77-94

  3. Financial Statistics and Time Series

    1. Front Matter

      Pages 95-95
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    2. How to be Pessimistic: Choquet Risk and Portfolio Optimization

      • Gilbert W. Bassett Jr., Roger Koenker, Gregory Kordas
      Pages 97-108

    3. Expected Shortfall and Beyond

      • Dirk Tasche
      Pages 109-123

    4. Credit Scoring Using Binary Quantile Regression

      • Gregory Kordas
      Pages 125-137

    5. Prediction of 0–1-Events for Short- and Long-memory Time Series

      • Jan Beran
      Pages 139-147

    6. Nonparametric Quantile Regression With Applications to Financial Time Series

      • Klaus Abberger, Siegfried Heiler
      Pages 149-160

    7. An Algorithm for Optimal Bandwidth Selection for Smooth Nonparametric Quantile Estimation

      • Sucharita Ghosh, Dana Florea-Draghicescu
      Pages 161-168

  4. Estimation, Testing and Characterization

    1. Front Matter

      Pages 169-169
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    2. Orthogonal L 1-norm Estimation

      • Hans Nyquist
      Pages 171-181

    3. L 1-Derivatives, Score Functions and Tests

      • Jana Jurečková
      Pages 183-189

    4. Optimal Bias Robust M—estimates of Regression

      • Marcela Svarc, Víctor J. Yohai, Ruben H. Zamar
      Pages 191-200
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Keywords

About this book

This volume contains a selection of invited papers, presented to the fourth In­ Statistical Analysis Based on the L1-Norm and Related ternational Conference on Methods, held in Neuchatel, Switzerland, from August 4-9, 2002. Organized jointly by the University of Illinois at Chicago (Gib Bassett), the Rutgers University (Regina Liu and Yehuda Vardi) and the University of Neuchatel (Yadolah Dodge), the conference brought together experts whose research deals with theory and ap­ plications involving the L1-Norm. The conference included invited and contributed talks as well as a tutorial on Quantile Regression. This volume includes 36 refereed invited papers under seven headings. Part one deals with Quantiles in all their forms and shapes. It includes papers on quantile functions in non-parametric multivariate analysis, and empirical applications of quantile regression. Much of the development in this direction follows from the fundamental paper by Koenker and Bassett in 1978. Financial and Time Series A nalysis follows the section on quantiles. Part three concerns Estimation, Testing and Characterization. Part four, Deep in the Data, deals with issues related to data depth. Part five addresses Classification questions. The problem of Density Estimation and Image Processing is discussed in Part six, and finally Part seven presents two environmental applications. The contributions represent clear evidence of important research involving theo­ retical issues and applications associated with the L1-Norm. It is my hope that the articles contained in this volume and its predecessors, published in 1987, 1992, and 1997, will stimulate interest among researchers.

Editors and Affiliations

  • Statistics Group, University of Neuchâtel, Neuchâtel, Switzerland

    Yadolah Dodge

Bibliographic Information

  • Book Title: Statistical Data Analysis Based on the L1-Norm and Related Methods

  • Editors: Yadolah Dodge

  • Series Title: Statistics for Industry and Technology

  • DOI: https://doi.org/10.1007/978-3-0348-8201-9

  • Publisher: Birkhäuser Basel

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Basel AG 2002

  • Hardcover ISBN: 978-3-7643-6920-0Published: 01 July 2002

  • Softcover ISBN: 978-3-0348-9472-2Published: 01 November 2012

  • eBook ISBN: 978-3-0348-8201-9Published: 06 December 2012

  • Series ISSN: 2364-6241

  • Series E-ISSN: 2364-625X

  • Edition Number: 1

  • Number of Pages: XII, 456

  • Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods

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