$L\sb 1$-statistical procedures and related topics: Papers from the 3rd International Conference on $L\sb 1$-Norm and Related Methods held in Neuchâtel, August 11--15, 1997
Editor: Yadolah Dodge
Lecture Notes--Monograph Series, Volume 31
Hayward, CA: Institute of Mathematical Statistics, 1997.
498 pp.
Subjects:
62-06 (primary)Mathmatical Reviews number (MathSciNet): MR1833578
ISBN:0-940600-43-9
Copyright © 1997, Institute of Mathematical Statistics.
Prologue
Measuring the performance of boundary-estimation methods
Peter Hall, and Marc Raimondo; 1-14
I. Estimation, Testing, and Characterization
Unimodality and the asymptotics of $M$-estimators
Marc Hallin, and Ivan Mizera; 47-56
Inadmissibility of robust estimators with respect to $L\sb 1$ norm
Jana Jureckovà, and L. B. Klebanov; 71-78
$L\sb 1$-tests in linear models: tests with maximum relative power
Christine Müller; 91-99
On $L\sb 1$-norm estimators in nonlinear regression and in nonlinear error-in-variables models
Silvelyn Zwanzig; 101-118
II. Computational Procedures and Algorithms
A comparison of two LP solvers and a new IRLS algorithm for L1 estimation
C. Adcock, and N. Meade; 119-132
Exact algorithms for computing the least median of squares estimate in multiple linear regression
José Agulló; 133-146
Polynomial algorithms for isotonic regression
Victor Chepoi, Daniel Cogneau, and Bernard Fichet; 147-160
Notes on the early history of elemental set methods
Richard William Farebrother; 161-170
Computational aspects of censored quantile regression
Bernd Fitzenberger; 171-186
On computation of regression quantiles: Making the Laplacian Tortoise faster
Stephen Portnoy; 187-200
III. Statistical Graphics: Foundations and Methodology
Exploring data sets using partial residual plots based on robust fits
Joseph W. McKean, and Simon J. Sheather; 241-256
Bayes factors for intrinsic and fractional priors in nested models. Bayesian robustness
Elias Moreno; 257-270
A comparison of procedures based on inverse regression
Simon J. Sheather, and Joseph W. McKean; 271-278
Time Series Analysis and Financial Statistics
Nonparametric bounds for the probability of future prices based on option values
Gilbert W. Bassett; 287-300
The marginal distributions of returns and volatility
Simon R. Hurst, and Eckhard Platen; 301-314
Some limit theory for $L\sb 1$-estimators in autoregressive models under general conditions
Keith Knight; 315-328
A Lagrange multiplier approach to testing for serially dependent error terms
Hans Nyquist; 329-336
Gaussianity and nonlinearity of foreign exchange rates
Nobuhiko Terui, and Takeaki Kariya; 337-350
Nonparametric Inference
Rank plots in the affine invariant case
B.M. Brown, T.P. Hettmansperger, J. Möttönen, and H. Oja; 351-362
Target estimation and implications to robustness
Luisa Turrin Fernholz; 363-372
Model checks in statistics: an innovation process approach
Winfried Stute; 373-383
Bootstrap selection of the smoothing parameter in density estimation under the Koziol-Green model
Jacobo de Uña-Álvarez, Wenceslao González-Manteiga, and Carmen Cadarso-Suárez; 385-398
Multivariate Analysis
On multivariate rank regression
Biman Chakraborty, and Probal Chaudhuri; 399-414
Multivariate density estimation by probing depth
Ricardo Fraiman, Regina Y. Liu, and Jean Meloche; 415-430
Modes, caps and concentration: a geometric approach to estimation on the sphere
Philip Milasevic, and Deborah Nolan; 431-442
Classification
An $L\sb 1$-norm procedure for fitting overlapping clustering models to proximity data
Anil Chaturvedi, and J. Douglas Carroll; 443-456
Hierarchical clustering and the construction of (optimal) ultrametrics using Lp-norms
Lawrence Hubert, Phipps Arabie, and Jacqueline Meulman
$L\sb 1$ and $L\sb 2$ approximation clustering for mixed data: scatter decompositions and algorithms
Boris Mirkin; 473-486
Epilogue
Institute of Mathematical Statistics Lecture Notes - Monograph Series
