Developments in Robust Statistics: International Conference on Robust Statistics 2001

Front Matter....Pages I-XVI
Robust Time Series Estimation via Weighted Likelihood....Pages 1-16
An Exchange Algorithm for Computing the Least Quartile Difference Estimator....Pages 17-31
Selected Algorithms for Robust M- and L-Regression Estimators....Pages 32-49
A Simple Test to Identify Good Solutions of Redescending M Estimating Equations for Regression....Pages 50-61
Algorithms to Compute CM- and S-Estimates for Regression....Pages 62-76
Quantile Models and Estimators for Data Analysis....Pages 77-87
Estimation in the Generalized Poisson Model via Robust Testing....Pages 88-97
A Comparison of Some New Measures of Skewness....Pages 98-113
Robust Inference Based on Quasi-likelihoods for Generalized Linear Models and Longitudinal Data....Pages 114-124
Robust Tools in SAS....Pages 125-133
Robustness Issues Regarding Content-corrected Tolerance Limits....Pages 134-147
Breakdown-Point for Spatially and Temporally Correlated Observations....Pages 148-159
On Marginal Estimation in a Semiparametric Model for Longitudinal Data with Time-independent Covariates....Pages 160-168
Robust PCA for High-dimensional Data....Pages 169-179
Robustness Analysis in Forecasting of Time Series....Pages 180-193
Lift-zonoid and Multivariate Depths....Pages 194-202
Asymptotic Distributions of Some Scale Estimators in Nonlinear Models....Pages 203-217
Robust Nonparametric Regression and Modality....Pages 218-227
Computing a High Depth Point in the Plane....Pages 228-234
Robust Portfolio Optimization....Pages 235-245
 BootQC: Bootstrap for Robust Analysis of Aviation Safety Data....Pages 246-258
Optimal Weights of Evidence with Bounded Influence....Pages 259-265
Robust Estimators for Estimating Discontinuous Functions....Pages 266-276
Breakdown Point and Computation of Trimmed Likelihood Estimators in Generalized Linear Models....Pages 277-286
Comparison of Three Methods for Robust Redundancy Analysis....Pages 287-295
A Test for Normality Based on Robust Regression Residuals....Pages 296-306
Tests on Fractional Cointegration Comparison of a Finite M— and ML—test on Fractional Cointegration....Pages 307-316
Robust Linear Discriminant Analysis and the Projection Pursuit Approach....Pages 317-329
Small Sample Corrections for LTS and MCD....Pages 330-343
Computation of the Multivariate Oja Median....Pages 344-359
Robust Estimation in the Linear Structural Relation Model: A Study on Tuning Constants....Pages 360-367
Control Charts for the Median and Interquartile Range....Pages 368-376
Unbiasedness in Least Quantile Regression....Pages 377-386
Tests of Independence Based on Sign and Rank Covariances....Pages 387-403
Java and Computing for Robust Statistics....Pages 404-416
A Robust Hotelling Test....Pages 417-431