Theory and Applications of Recent Robust Methods
Springer Basel (Verlag)
978-3-0348-9636-8 (ISBN)
Treats computational aspects and algorithms and shows interesting and new applications.
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 andRegression.- 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.
| Erscheint lt. Verlag | 5.11.2012 |
|---|---|
| Reihe/Serie | Statistics for Industry and Technology |
| Zusatzinfo | XI, 400 p. |
| Verlagsort | Basel |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Gewicht | 787 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| Schlagworte | algorithms • Calculus • Geometry • likelihood • linear regression • Markov Chain • Mathematical Statistics • Mathematische Statistik • Model • programming • Robust Statistics • Simulation • statistical method • Statistics • Transformation • Vibration |
| ISBN-10 | 3-0348-9636-0 / 3034896360 |
| ISBN-13 | 978-3-0348-9636-8 / 9783034896368 |
| Zustand | Neuware |
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