Ebook: Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather

​This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.

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This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.

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This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Content:
Front Matter....Pages I-X
Front Matter....Pages 1-1
Multivariate Median....Pages 3-15
Depth Statistics....Pages 17-34
Multivariate Extremes: A Conditional Quantile Approach....Pages 35-48
High-Breakdown Estimators of Multivariate Location and Scatter....Pages 49-66
Upper and Lower Bounds for Breakdown Points....Pages 67-84
The Concept of ?-Outliers in Structured Data Situations....Pages 85-101
Multivariate Outlier Identification Based on Robust Estimators of Location and Scatter....Pages 103-115
Robustness for Compositional Data....Pages 117-131
Front Matter....Pages 133-133
Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models....Pages 135-147
Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression....Pages 149-170
Robust Change Point Analysis....Pages 171-190
Robust Signal Extraction from Time Series in Real Time....Pages 191-206
Robustness in Time Series: Robust Frequency Domain Analysis....Pages 207-223
Robustness in Statistical Forecasting....Pages 225-242
Finding Outliers in Linear and Nonlinear Time Series....Pages 243-260
Front Matter....Pages 261-261
Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods....Pages 263-278
Some Machine Learning Approaches to the Analysis of Temporal Data....Pages 279-299
Correlation, Tail Dependence and Diversification....Pages 301-314
Evidence for Alternative Hypotheses....Pages 315-329
Concepts and a Case Study for a Flexible Class of Graphical Markov Models....Pages 331-350
Front Matter....Pages 261-261
Data Mining in Pharmacoepidemiological Databases....Pages 351-364
Meta-Analysis of Trials with Binary Outcomes....Pages 365-379

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This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Content:
Front Matter....Pages I-X
Front Matter....Pages 1-1
Multivariate Median....Pages 3-15
Depth Statistics....Pages 17-34
Multivariate Extremes: A Conditional Quantile Approach....Pages 35-48
High-Breakdown Estimators of Multivariate Location and Scatter....Pages 49-66
Upper and Lower Bounds for Breakdown Points....Pages 67-84
The Concept of ?-Outliers in Structured Data Situations....Pages 85-101
Multivariate Outlier Identification Based on Robust Estimators of Location and Scatter....Pages 103-115
Robustness for Compositional Data....Pages 117-131
Front Matter....Pages 133-133
Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models....Pages 135-147
Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression....Pages 149-170
Robust Change Point Analysis....Pages 171-190
Robust Signal Extraction from Time Series in Real Time....Pages 191-206
Robustness in Time Series: Robust Frequency Domain Analysis....Pages 207-223
Robustness in Statistical Forecasting....Pages 225-242
Finding Outliers in Linear and Nonlinear Time Series....Pages 243-260
Front Matter....Pages 261-261
Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods....Pages 263-278
Some Machine Learning Approaches to the Analysis of Temporal Data....Pages 279-299
Correlation, Tail Dependence and Diversification....Pages 301-314
Evidence for Alternative Hypotheses....Pages 315-329
Concepts and a Case Study for a Flexible Class of Graphical Markov Models....Pages 331-350
Front Matter....Pages 261-261
Data Mining in Pharmacoepidemiological Databases....Pages 351-364
Meta-Analysis of Trials with Binary Outcomes....Pages 365-379
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