Developments in Robust Statistics, 2003 International Conference on Robust Statistics 2001

Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

Robust Time Series Estimation via Weighted Likelihood.- An Exchange Algorithm for Computing the Least Quartile Difference Estimator.- Selected Algorithms for Robust M— and L—Regression Estimators.- A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression.- Algorithms to Compute CM- and S-Estimates for Regression.- Quantile Models and Estimators for Data Analysis.- Estimation in the Generalized Poisson Model via Robust Testing.- A Comparison of Some New Measures of Skewness.- Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data.- Robust Tools in SAS.- Robustness Issues Regarding Content-corrected Tolerance Limits.- Breakdown-point for Spatially and Temporally Correlated Observations.- On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates.- Robust PCA for High-dimensional Data.- Robustness Analysis in Forecasting of Time Series.- Lift-zonoid and Multivariate Depths.- Asymptotic Distributions of Some Scale Estimators in Nonlinear Models.- Robust Nonparametric Regression and Modality.- Computing a High Depth Point in the Plane.- Robust Portfolio Optimization.- BootQC: Bootstrap for Robust Analysis of Aviation Safety Data.- Optimal Weights of Evidence with Bounded Influence.- Robust Estimators for Estimating Discontinuous Functions.- Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models.- Comparison of Three Methods for Robust Redundancy Analysis.- A Test for Normality Based on Robust Regression Residuals.- Tests on Fractional Cointegration.- Robust Linear Discriminant Analysis and the Projection Pursuit Approach.- Small Sample Corrections for LTS and MCD.- Computation of the Multivariate Oja Median.-Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants.- Control Charts for the Median and Interquartile Range.- Unbiasedness in Least Quantile Regression.- Tests of Independence Based on Sign and Rank Covariances.- Java and Computing for Robust Statistics.- A Robust Hotelling Test.

Presents newest developments and applications of Robust Statistics Authored by leading scientists, experienced researchers and practitioners Includes supplementary material: sn.pub/extras