Titel: Robust Inference
Autor/en: Author Unknown
Juni 1997 - gebunden - 720 Seiten
This handbook brings together papers on several aspects of robust inference. Many of the areas included have not been covered in previous surveys in this area.
Distance Methods. Robust inference in multivariate linear regression using difference of two convex functions as the discrepancy measure (Z.D. Bai, C.R. Rao, Y.H. Wu). Minimum distance estimation: The approach using density-based distances (A. Basu, I.R. Harris, S. Basu). Methods Based on Influence Functions. Robust inference: The approach based on influence functions (M. Markatou, E. Ronchetti). Practical applications of bounded-influence tests (S. Heritier, M.-P. Victoria-Feser). Outliers and High Breakdown Methods. Introduction to positive-breakdown methods (P.J. Rousseeuw). Outlier indentification and robust methods (U. Gather, C. Becker). Methods Based on Ranks. Rank-based analysis of linear models (T.P. Hettmansperger, J.W. McKean, S.J. Sheather). Rank tests for linear models (R. Koenker). Some extensions in the robust estimation of parameters of exponential and double exponential distributions in the presence of multiple outliers (A. Childs, N. Balakrishnan). Time Series Problems. Outliers, unit roots and robust estimation of nonstationary time series (G.S. Maddala, Y. Yin). Autocorrelation-robust inference (P.M. Robinson, C. Velasco). A practitioner's guide to robust covariance matrix estimation (W.J. den Haan, A. Levin). Panel Data, Censored Data, and Contaminated Data. Approaches to the robust estimation of mixed models (A.H. Welsh, A.M. Richardson). Nonparametric maximum likelihood methods (S.R. Cosslett). A guide to censored quantile regressions (B. Fitzenberger). What can be learned about population parameters when the data are contaminated (J.L. Horowitz, C.F. Manski). General Issues. Asymptotic representations and interrelations of robust estimators and their applications (J. Jureckova, P.K. Sen). Small sample asymptotics: Applications in robustness (C.A. Field, M.A. Tingley). On the fundamentals of data robustness (G. Maguluri, K. Singh). Statistical analysis with incomplete data: A selective review (M.G. Akritas, M.P. LaValley). Contamination level and sensitivity of robust tests (J.A. Visek). Finite sample robustness of tests: An overview (T. Kariya, P. Kim). Future directions (G.S. Maddala, C.R. Rao).