Ebook: Robust Statistics, Data Analysis, and Computer Intensive Methods: In Honor of Peter Huber’s 60th Birthday
- Tags: Probability Theory and Stochastic Processes, Statistics general
- Series: Lecture Notes in Statistics 109
- Year: 1996
- Publisher: Springer-Verlag New York
- Edition: 1
- Language: English
- pdf
To celebrate Peter Huber's 60th birthday in 1994, our university had invited for a festive occasion in the afternoon of Thursday, June 9. The invitation to honour this outstanding personality was followed by about fifty colleagues and former students from, mainly, allover the world. Others, who could not attend, sent their congratulations by mail and e-mail (P. Bickel:" ... It's hard to imagine that Peter turned 60 ... "). After a welcome address by Adalbert Kerber (dean), the following lectures were delivered. Volker Strassen (Konstanz): Almost Sure Primes and Cryptography -an Introduction Frank Hampel (Zurich): On the Philosophical Foundations of Statistics 1 Andreas Buja (Murray Hill): Projections and Sections High-Dimensional Graphics for Data Analysis. The distinguished speakers lauded Peter Huber a hard and fair mathematician, a cooperative and stimulating colleague, and an inspiring and helpful teacher. The Festkolloquium was surrounded with a musical program by the Univer 2 sity's Brass Ensemble. The subsequent Workshop "Robust Statistics, Data Analysis and Computer Intensive Methods" in Schloss Thurnau, Friday until Sunday, June 9-12, was organized about the areas in statistics that Peter Huber himself has markedly shaped. In the time since the conference, most of the contributions could be edited for this volume-a late birthday present-that may give a new impetus to further research in these fields.
This book gathers together a wide range of contributions on modern techniques which are becoming widely used in statistics. These methods include the bootstrap, nonparametric density estimation, robust regression, and projections and sections.
This book gathers together a wide range of contributions on modern techniques which are becoming widely used in statistics. These methods include the bootstrap, nonparametric density estimation, robust regression, and projections and sections.
Content:
Front Matter....Pages i-xiv
Bootstrap Variable—Selection and Confidence Sets....Pages 1-16
Robust Estimation in the Logistic Regression Model....Pages 17-34
The m out of n Bootstrap and Goodness of Fit Tests with Double Censored Data....Pages 35-47
What Criterion for a Power Algorithm?....Pages 49-61
Nonparametric Estimation of Global Functionals of Conditional Quantiles....Pages 63-78
High Breakdown Point Estimators in Logistic Regression....Pages 79-89
The Guinea Pig of Multiple Regression....Pages 91-117
When is a p-Value a Good Measure of Evidence?....Pages 119-134
Geometric Properties of Principal Curves in the Plane....Pages 135-152
On Robust Estimation of Variograms in Geostatistics....Pages 153-171
Advances in Nonparametric Function Estimation....Pages 173-184
On the Philosophical Foundations of Statistics: Bridges to Huber’s work, and recent results....Pages 185-196
Data Based Prototyping....Pages 197-213
Robust Regression with a Categorical Covariable....Pages 215-224
Robustness in Discriminant Analysis....Pages 225-234
M-Estimation and Spatial Quantiles....Pages 235-250
Robust Statistical Methods in Interlaboratory Analytical Studies....Pages 251-265
Estimating Distributions with a Fixed Number of Modes....Pages 267-276
Implementing M-Estimators of the Gamma Distribution....Pages 277-297
Constrained M-Estimation for Regression....Pages 299-320
Inference for the Direction of the Larger of Two Eigenvectors: The Case of Circular Elongation....Pages 321-352
High Breakdown Point Designs....Pages 353-360
On Bayesian Robustness: An Asymptotic Approach....Pages 361-374
Computational Aspects of Trimmed Single-Link Clustering....Pages 375-389
Interval Probability on Finite Sample Spaces....Pages 391-409
On Consistency of Recursive Multivariate M-Estimators in Linear Models....Pages 411-424
Back Matter....Pages 425-434
This book gathers together a wide range of contributions on modern techniques which are becoming widely used in statistics. These methods include the bootstrap, nonparametric density estimation, robust regression, and projections and sections.
Content:
Front Matter....Pages i-xiv
Bootstrap Variable—Selection and Confidence Sets....Pages 1-16
Robust Estimation in the Logistic Regression Model....Pages 17-34
The m out of n Bootstrap and Goodness of Fit Tests with Double Censored Data....Pages 35-47
What Criterion for a Power Algorithm?....Pages 49-61
Nonparametric Estimation of Global Functionals of Conditional Quantiles....Pages 63-78
High Breakdown Point Estimators in Logistic Regression....Pages 79-89
The Guinea Pig of Multiple Regression....Pages 91-117
When is a p-Value a Good Measure of Evidence?....Pages 119-134
Geometric Properties of Principal Curves in the Plane....Pages 135-152
On Robust Estimation of Variograms in Geostatistics....Pages 153-171
Advances in Nonparametric Function Estimation....Pages 173-184
On the Philosophical Foundations of Statistics: Bridges to Huber’s work, and recent results....Pages 185-196
Data Based Prototyping....Pages 197-213
Robust Regression with a Categorical Covariable....Pages 215-224
Robustness in Discriminant Analysis....Pages 225-234
M-Estimation and Spatial Quantiles....Pages 235-250
Robust Statistical Methods in Interlaboratory Analytical Studies....Pages 251-265
Estimating Distributions with a Fixed Number of Modes....Pages 267-276
Implementing M-Estimators of the Gamma Distribution....Pages 277-297
Constrained M-Estimation for Regression....Pages 299-320
Inference for the Direction of the Larger of Two Eigenvectors: The Case of Circular Elongation....Pages 321-352
High Breakdown Point Designs....Pages 353-360
On Bayesian Robustness: An Asymptotic Approach....Pages 361-374
Computational Aspects of Trimmed Single-Link Clustering....Pages 375-389
Interval Probability on Finite Sample Spaces....Pages 391-409
On Consistency of Recursive Multivariate M-Estimators in Linear Models....Pages 411-424
Back Matter....Pages 425-434
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