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Theory and Applications of Recent Robust Methods

  • Conference proceedings
  • © 2004

Overview

Editors:
  1. Mia Hubert

    1. Department of Mathematics, Katholieke Universiteit Leuven, Leuven, Belgium

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  2. Greet Pison

    1. Department of Applied Mathematics and Computer Science, Ghent University, Gent, Belgium

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  3. Anja Struyf

    1. Department of Mathematics and Computer Science, University of Antwerp, Antwerp, Belgium

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  4. Stefan Aelst

    1. Department of Applied Mathematics and Computer Science, Ghent University, Gent, Belgium

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  • Contains up-to-date research results in the theory of robust statistics
  • Treats computational aspects and algorithms
  • Shows interesting and new applications

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

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Table of contents (34 papers)

  1. Front Matter

    Pages i-xi
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  2. Bias Behavior of the Minimum Volume Ellipsoid Estimate

    • J. G. Adrover, V. J. Yohai
    Pages 1-12

  3. A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight

    • L. Aucremanne, G. Brys, M. Hubert, P. J. Rousseeuw, A. Struyf
    Pages 13-25

  4. Robust Strategies for Quantitative Investment Management

    • G. Bassett, G. Gerber, P. Rocco
    Pages 27-37

  5. An Adaptive Algorithm for Quantile Regression

    • C. Chen
    Pages 39-48

  6. On Properties of Support Vector Machines for Pattern Recognition in Finite Samples

    • A. Christmann
    Pages 49-58

  7. Smoothed Local L-Estimation With an Application

    • P. Čížek
    Pages 59-70

  8. Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data

    • S. Copt, M.-P. Victoria-Feser
    Pages 71-82

  9. Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application

    • R. B. Dimova, N. M. Neykov
    Pages 83-91

  10. On Robustness to Outliers of Parametric L 2 Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study

    • A. Durio, E. D. Isaia
    Pages 93-104

  11. Robust PCR and Robust PLSR: a Comparative Study

    • S. Engelen, M. Hubert, K. Vanden Branden, S. Verboven
    Pages 105-117

  12. Analytic Estimator Densities for Common Parameters under Misspecified Models

    • P. J. Hingley
    Pages 119-130

  13. Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis

    • K. Joossens, C. Croux
    Pages 131-140

  14. Estimates of the Tail Index Based on Nonparametric Tests

    • J. Jurečková, J. Picek
    Pages 141-152

  15. On Mardia’s Tests of Multinormality

    • A. Kankainen, S. Taskinen, H. Oja
    Pages 153-164

  16. Robustness in Sequential Discrimination of Markov Chains under “Contamination”

    • A. Kharin
    Pages 165-171

  17. Robust Box-Cox Transformations for Simple Regression

    • A. Marazzi, V. J. Yohai
    Pages 173-182

  18. Consistency of the Least Weighted Squares Regression Estimator

    • L. Mašíček
    Pages 183-194

  19. Algorithms for Robust Model Selection in Linear Regression

    • S. Morgenthaler, R. E. Welsch, A. Zenide
    Pages 195-206

  20. Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator

    • D. M. Mount, N. S. Netanyahu, E. Zuck
    Pages 207-219
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Keywords

Editors and Affiliations

  • Department of Mathematics, Katholieke Universiteit Leuven, Leuven, Belgium

    Mia Hubert

  • Department of Applied Mathematics and Computer Science, Ghent University, Gent, Belgium

    Greet Pison, Stefan Aelst

  • Department of Mathematics and Computer Science, University of Antwerp, Antwerp, Belgium

    Anja Struyf

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