Overview
- Editors:
-
-
Yadolah Dodge
-
Statistics Group, University of Neuchâtel, Neuchâtel, Switzerland
Access this book
Other ways to access
Table of contents (36 papers)
-
Estimation, Testing and Characterization
-
- Stefan Van Aelst, Gert Willems
Pages 201-212
-
-
- Lajos Horváth, Agnieszka Jach, Piotr Kokoszka
Pages 229-240
-
-
- Richard William Farebrother
Pages 253-256
-
- Christophe Croux, Esa Ollila, Hannu Oja
Pages 257-269
-
- Marc Hallin, Davy Paindaveine
Pages 271-282
-
Deep in the Data
-
Front Matter
Pages 283-283
-
- Xin Tian, Yehuda Vardi, Cun-Hui Zhang
Pages 285-299
-
-
-
Classification
-
Front Matter
Pages 323-323
-
- Jean-Pierre Barthélemy, François Brucker
Pages 325-339
-
-
- Rebecka Jörnsten, Yehuda Vardi, Cun-Hui Zhang
Pages 353-366
-
- Mohammed Benayade, Bernard Fichet
Pages 367-377
-
- Regina Y. Liu, David Madigan, Susana Eyheramendy
Pages 379-392
-
Density Estimation and Image Processing
-
Front Matter
Pages 393-393
-
- Sylvain Sardy, Cédric Bilat, Paul Tseng, Valérie Chavez-Demoulin
Pages 395-403
-
- Roger Koenker, Ivan Mizera
Pages 405-414
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