Robustness and Complex Data Structures
Author: Becker, Fried _ Kuhnt [2013-04-26]
1 Multivariate Median
2 Depth Statistics
3 Multivariate Extremes: A Conditional Quantile Approach
4 High-Breakdown Estimators of Multivariate Location and Scatter
5 Upper and Lower Bounds for Breakdown Points
6 The Concept of α-Outliers in Structured Data Situations
7 Multivariate Outlier Identification Based on Robust Estimators of Location and Scatter
8 Robustness for Compositional Data
9 Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models
10 Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression
11 Robust Change Point Analysis
12 Robust Signal Extraction from Time Series in Real Time
13 Robustness in Time Series: Robust Frequency Domain Analysis
14 Robustness in Statistical Forecasting
15 Finding Outliers in Linear and Nonlinear Time Series
16 Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods
17 Some Machine Learning Approaches to the Analysis of Temporal Data
18 Correlation, Tail Dependence and Diversification
19 Evidence for Alternative Hypotheses
20 Concepts and a Case Study for a Flexible Class of Graphical Markov Models
21 Data Mining in Pharmacoepidemiological Databases
22 Meta-Analysis of Trials with Binary Outcomes
