Robustness and Complex Data Structures Festschrift in Honour of Ursula Gather /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Becker, Claudia (Επιμελητής έκδοσης), Fried, Roland (Επιμελητής έκδοσης), Kuhnt, Sonja (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Θέματα: Statistics.; Probabilities.; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.; Probability Theory and Stochastic Processes.

 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. 

 Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja) -- Depth Statistics (Karl Mosler) -- Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix) -- High-Breakdown Estimators of Multivariate Location and Scatter (Peter Rousseeuw and Mia Hubert) -- Upper and Lower Bounds for Breakdown Points (Christine H. Müller) -- The Concept of α-outliers in Structured Data Situations (Sonja Kuhnt and André Rehage) -- Multivariate OutlierIidentification Based on Robust Estimators of Location and Scatter (Claudia Becker, Steffen Liebscher and Thomas Kirschstein) -- Robustness for Compositional Data (Peter Filzmoser and Karel Hron) -- Part II Regression and Time Series Analysis:  Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (Holger Dette and Jens Wagener) -- Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression (Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib) -- Robust Change Point Analysis (Marie Hušková) -- Robust Signal Extraction From Time Series in Real Time (Matthias Borowski, Roland Fried and Michael Imhoff) -- Robustness in Time Series: Robust Frequency Domain Analysis (Bernhard Spangl and Rudolf Dutter) -- Robustness in Statistical Forecasting (Yuriy Kharin) -- Finding Outliers in Linear and Nonlinear Time Series (Pedro Galeano and Daniel Peña) -- Part III Complex Data Structures: Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods (Andreas Christmann, Matías Salibián-Barrera and Stefan Van Aels) -- Some Machine Learning Approaches to the Analysis of Temporal Data (Katharina Morik) -- Correlation, Tail Dependence and Diversification (Dietmar Pfeifer) -- Evidence for Alternative Hypotheses (Stephan Morgenthaler and Robert G. Staudte) -- Concepts and a Case Study for a Flexible Class of Graphical Markov Models (NannyWermuth and David R. Cox) -- Data Mining in Pharmacoepidemiological Databases (Marc Suling, Robert Weber and Iris Pigeot) -- Meta-Analysis of Trials with Binary Outcomes (JürgenWellmann).