Ebook: Statistical Data Analysis Based on the L1-Norm and Related Methods

This volume contains a selection of invited papers, presented to the fourth In­ Statistical Analysis Based on the L1-Norm and Related ternational Conference on Methods, held in Neuchatel, Switzerland, from August 4-9, 2002. Organized jointly by the University of Illinois at Chicago (Gib Bassett), the Rutgers University (Regina Liu and Yehuda Vardi) and the University of Neuchatel (Yadolah Dodge), the conference brought together experts whose research deals with theory and ap­ plications involving the L1-Norm. The conference included invited and contributed talks as well as a tutorial on Quantile Regression. This volume includes 36 refereed invited papers under seven headings. Part one deals with Quantiles in all their forms and shapes. It includes papers on quantile functions in non-parametric multivariate analysis, and empirical applications of quantile regression. Much of the development in this direction follows from the fundamental paper by Koenker and Bassett in 1978. Financial and Time Series A nalysis follows the section on quantiles. Part three concerns Estimation, Testing and Characterization. Part four, Deep in the Data, deals with issues related to data depth. Part five addresses Classification questions. The problem of Density Estimation and Image Processing is discussed in Part six, and finally Part seven presents two environmental applications. The contributions represent clear evidence of important research involving theo­ retical issues and applications associated with the L1-Norm. It is my hope that the articles contained in this volume and its predecessors, published in 1987, 1992, and 1997, will stimulate interest among researchers.

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Content:
Front Matter....Pages i-xii
Front Matter....Pages 1-1
Quantile Functions and Spread for Multivariate Distributions....Pages 3-14
A New Definition of Multivariate M-quantiles....Pages 15-24
A Depth Function and a Scale Curve Based on Spatial Quantiles....Pages 25-38
Sample Quantiles for Locally Dependent Processes....Pages 39-46
What are the Limiting Distributions of Quantile Estimators?....Pages 47-65
New Selection Indices for University Admissions: A Quantile Approach....Pages 67-76
Exploring Transition Data through Quantile Regression Methods: An Application to U.S. Unemployment Duration....Pages 77-94
Front Matter....Pages 95-95
How to be Pessimistic: Choquet Risk and Portfolio Optimization....Pages 97-108
Expected Shortfall and Beyond....Pages 109-123
Credit Scoring Using Binary Quantile Regression....Pages 125-137
Prediction of 0–1-Events for Short- and Long-memory Time Series....Pages 139-147
Nonparametric Quantile Regression With Applications to Financial Time Series....Pages 149-160
An Algorithm for Optimal Bandwidth Selection for Smooth Nonparametric Quantile Estimation....Pages 161-168
Front Matter....Pages 169-169
Optimal Bias Robust M—estimates of Regression....Pages 171-181
Robust Bootstrap for S-estimators of Multivariate Regression....Pages 183-189
M-tests for Detection of Structural Changes in Regression....Pages 191-200
Change Point Detection Based on Empirical Quantiles....Pages 201-212
A Class of Probability Metrics and its Statistical Applications....Pages 213-227
Front Matter....Pages 229-240
Whose Hare and Whose Tortoise....Pages 241-252
Sign and Rank Covariance Matrices: Statistical Properties and Application to Principal Components Analysis....Pages 169-169
Multivariate Signed Ranks: Randles’ Interdirections or Tyler’s Angles?....Pages 253-256
Front Matter....Pages 257-269
L1-Depth, Depth Relative to a Model, and Robust Regression....Pages 271-282
Perturbation Properties of Depth Regions....Pages 283-283
Multivariate Trimmed Means Based on Data Depth....Pages 285-299
Front Matter....Pages 301-312
Graphs, L1-Metrics and Clustering....Pages 313-322
Classification Based on the Support Vector Machine and on Regression Depth....Pages 323-323
A Robust Clustering Method and Visualization Tool Based on Data Depth....Pages 325-339
The Median Extension of Data Analysis Metric Structures....Pages 341-352
Text Classification for Mining Massive Aviation Inspection Reports....Pages 353-366
Front Matter....Pages 367-377
A Comparison Between L1 Markov Random Field-based and Wavelet-based Estimators....Pages 379-392
Elastic and Plastic Splines: Some Experimental Comparisons....Pages 393-393
On the Bitplane Compression of Microarray Images....Pages 395-403
Front Matter....Pages 405-414
Overdispersed Regression Models for Air Pollution and Human Health....Pages 415-425
Atmospheric Pollution and Mortality in S?o Paulo....Pages 427-427
Back Matter....Pages 429-438
....Pages 439-450