Hubert, M., Pison, G., Struyf, A., Van Aelst, S. (Eds.)
2004, XI, 400 p.
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After two successful meetings in Vorau (2001) and Vancouver (2002), the Interna tional Conference on Robust Statistics 2003, ICORS 2003, took place in 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 of fered a wide range of talks on new developments and practice of robust statistics with applications in finance, chemistry, engineering and others. Of equal interest were interactions between robustness and other fields of statistics, and science in general. The conference was attended by 134 participants of 28 different countries from all over the world. The program contained 78 oral and 14 poster presentations. This volume presents a wide range of papers that were presented at the confer ence. As most of the contributions contain both theoretical and empirical results, we prefer to present them in alphabetical order of the first author. A rough classifi cation could be made as follows: new methods and theoretical results are presented by J. G. Adrover and V. J. Yohai, R. B. Dimova and N. M. Neykov, P. J. Ringley, A. Kankainen et al. , A. Kharin, A. Marazzi and V. J. Yohai, L. MaSicek, D. J. Olive, M. R. Oliveira et al. , J. F. Ortega, C. Ortelli and F. Trojani, D. W. Scott, S. S. Syed et al. , S. Taskinen et al. , A. Toma, and B. Vandewalle et al.
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.