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  • Produktbild: Developments in Robust Statistics

Developments in Robust Statistics International Conference on Robust Statistics 2001

148,99 €

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

30.10.2012

Abbildungen

XVI, 431 p.

Herausgeber

Rudolf Dutter + weitere

Verlag

Physica

Seitenzahl

431

Maße (L/B/H)

23,5/15,5/2,5 cm

Gewicht

680 g

Sprache

Englisch

ISBN

978-3-642-63241-9

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

30.10.2012

Abbildungen

XVI, 431 p.

Herausgeber

Verlag

Physica

Seitenzahl

431

Maße (L/B/H)

23,5/15,5/2,5 cm

Gewicht

680 g

Sprache

Englisch

ISBN

978-3-642-63241-9

Herstelleradresse

Physica Verlag
Tiergartenstr. 17
69121 Heidelberg
DE

Email: GPSR Kontakt

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  • Produktbild: Developments in Robust Statistics
  • Produktbild: Developments in Robust Statistics
  • 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.