Theory and Applications of Recent Robust Methods

Mia Hubert, Greet Pison, Anja Struyf, Stefan Van Aelst (Herausgeber)

Buch | Hardcover

XI, 400 Seiten

2004 | 2004
Springer Basel (Verlag)
978-3-7643-7060-2 (ISBN)

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lt;p>Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics

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	25.6.2004
Reihe/Serie	Statistics for Industry and Technology
Zusatzinfo	XI, 400 p.
Verlagsort	Basel
Sprache	englisch
Maße	178 x 254 mm
Gewicht	1035 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft
Schlagworte	algorithms • Calculus • Geometry • likelihood • linear regression • Markov Chain • Mathematical Statistics • Mathematische Statistik • Model • programming • Robuste Methoden • Robust Statistics • Simulation • statistical method • Statistics • Statistik • Transformation • Vibration
ISBN-10	3-7643-7060-2 / 3764370602
ISBN-13	978-3-7643-7060-2 / 9783764370602
Zustand	Neuware