Summary

The International Conference for Robust Statistics 2003, ICORS 2003, took place at the University of Antwerp, Belgium, from July 13-18. The conference was intended to be a forum where all aspects of robust statistics could be discussed. As such the scientific program included a wide range of talks on new developments and practice of robust statistics, with applications to finance, chemistry, engineering, and other fields. Of equal interest were interactions between robustness and other fields of statistics, and science in general

This volume offers a wide range of papers that were presented at the conference. Several articles primarily contain new methods and theoretical results, while others investigate empirical properties, discuss computational aspects, or emphasize applications or robust methods. Many contributions contain links to other fields, such as computer vision, computational geometry, chemometrics and finance.

Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods.

Table of contents

• Preface
  
• List of Reviewers
  
• Bias Behavior of the Minimum Volume Ellipsoid Estimate
  J.G. Adrover and V.J. Yohai
• A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight
  L. Aucremanne, G. Brys, M. Hubert, P.J. Rousseeuw, and A. Struyf
• Robust Strategies for Quantitative Investment Management
  G. Bassett, G. Gerber and P. Rocco
• An Adaptive Algorithm for Quantile Regression
  C. Chen
• On Properties of Support Vector Machines for Pattern Recognition in Finite Samples
  A. Christmann
• Smoothed Local L-Estimation with an Application
  P. Cizek
• Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data
  S. Copt and M.-P. Victoria-Feser
• Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application
  R.B. Dimova and N.M. Neykov
• On Robustness to Outliers of Parametric L₂ Estimate Criterion in the case of Bivariate Normal Mixtures: a Simulation Study
  A. Durio and E.D. Isaia
• Robust PCR and Robust PLSR: a Comparative Study
  S. Engelen, M. Hubert, K. Vanden Branden and S. Verboven
• Analytic Estimator Densities for Common Parameters under Misspecified Models
  P.J. Hingley
• Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis
  K. Joossens and C. Croux
• Estimates of the Tail Index Based on Nonparametric Tests
  J. Jureckova and J. Picek
• On Mardia's Tests of Multinormality
  A. Kankainen, S. Taskinen and H. Oja
• Robustness in Sequential Discrimination of Markov Chains under "Contamination"
  A. Kharin
• Robust Box-Cox Transformations for Simple Regression
  A. Marazzi and V.J. Yohai
• Consistency of the Least Weighted Squares Regression Estimator
  L. Masicek
• Analysing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator
  D.M. Mount, N.S. Netanyahu, and E. Zuck
• Visualizing 1D Regression
  D.J. Olive
• Robust Redundancy Analysis by Alternating Regression
  M.R. Oliveira, J.A. Branco, C. Croux, and P. Filzmoser
• Robust ML-estimation of the Transmitter Location
  E. Ollila and V. Koivunen
• A Family of Scale Estimators by Means of Trimming
  J.F. Ortega
• Robust Efficient Method of Moments Estimation
  C. Ortelli and F. Trojani
• Computational Geometry and Statistical Depth Measures
  E. Rafalin and D.L. Souvaine
• Partial Mixture Estimation and Outlier Detection in Data and Regression
  D.W. Scott
• Robust Fitting Using Mean Shift: Applications in Computer Vision
  D. Suter and H. Wang
• Testing the Equality of Location Parameters for Skewed Distributions Using S₁ with High Breakdown Robust Scale Estimators
  S.S. Syed Yahaya, A.R. Othman, and H.J. Keselman
• Rank Scores Tests of Multivariate Independence
  S. Taskinen, A. Kankainen, and H. Oja
• The influence of a Stochastic Interest Rate on the n-fold Compound Option
  L. Thomassen and M. Van Wouwe
• Robust Estimations for Multivariate Sinh^-1-Normal Distribution
  A. Toma
• A Robust Estimator of the Tail Index Based on an Exponential Regression Model
  B. Vandewalle, J. Beirlant, and M. Hubert
• Robust Processing of Mechanical Vibration Measurements
  S. Vanlanduit and P. Guillaume
• Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators
  G. Zioutas

Book details

Statistics for Industry and Technology, Birkhauser, Basel, 400 pages.
ISBN 3-7643-7060-2.
Springer