$L\sb 1$-statistical procedures and related topics

$L\sb 1$-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(s) Yadolah Dodge

IMS Lecture Notes Monogr. Ser., 31: 498pp. (1997). DOI: 10.1214/lnms/1215454115

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 31

498 pp.

Published: 1997

First available in Project Euclid: 7 July 2008

MathSciNet: MR1833578

Digital Object Identifier: 10.1214/lnms/1215454115

ISBN: 0940600439

Subjects:

Primary: 62-06

Institute of Mathematical Statistics

TABLE OF CONTENTS
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Miscellaneous Frontmatter

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, i-ii (1997).

Preface

Yadolah Dodge

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, iii-viii (1997).

Table of Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, ix-xii (1997).

Introduction

Yadolah Dodge

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, xv-xviii (1997).

Abstracts

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, xix-xxiv (1997).

Contributors

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, xxv-xxx (1997).

Prologue

Prologue [Title page]

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, - (1997). https://doi.org/10.1214/lnms/1215454122

Measuring the performance of boundary-estimation methods

Peter Hall, Marc Raimondo

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 1-14 (1997). https://doi.org/10.1214/lnms/1215454123

$l\sb 1$ computation: an interior monologue

Roger Koenker

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 15-32 (1997). https://doi.org/10.1214/lnms/1215454124

I. Estimation, Testing, and Characterization

Regression rank statistics

C. Gutenbrunner

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 33-46 (1997). https://doi.org/10.1214/lnms/1215454125

Unimodality and the asymptotics of $M$-estimators

Marc Hallin, Ivan Mizera

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 47-56 (1997). https://doi.org/10.1214/lnms/1215454126

$L\sb 1$-test procedures for detection of change

M. Huskova

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 57-70 (1997). https://doi.org/10.1214/lnms/1215454127

Inadmissibility of robust estimators with respect to $L\sb 1$ norm

Jana Jureckovà, L. B. Klebanov

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 71-78 (1997). https://doi.org/10.1214/lnms/1215454128

Properties of $L\sp 1$ residuals

Stephan Morgenthaler

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 79-90 (1997). https://doi.org/10.1214/lnms/1215454129

$L\sb 1$-tests in linear models: tests with maximum relative power

Christine Müller

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 91-99 (1997). https://doi.org/10.1214/lnms/1215454130

On $L\sb 1$-norm estimators in nonlinear regression and in nonlinear error-in-variables models

Silvelyn Zwanzig

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 101-118 (1997). https://doi.org/10.1214/lnms/1215454131

II. Computational Procedures and Algorithms

A comparison of two LP solvers and a new IRLS algorithm for L₁ estimation

C. Adcock, N. Meade

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 119-132 (1997). https://doi.org/10.1214/lnms/1215454132

Exact algorithms for computing the least median of squares estimate in multiple linear regression

José Agulló

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 133-146 (1997). https://doi.org/10.1214/lnms/1215454133

Polynomial algorithms for isotonic regression

Victor Chepoi, Daniel Cogneau, Bernard Fichet

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 147-160 (1997). https://doi.org/10.1214/lnms/1215454134

Notes on the early history of elemental set methods

Richard William Farebrother

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 161-170 (1997). https://doi.org/10.1214/lnms/1215454135

Computational aspects of censored quantile regression

Bernd Fitzenberger

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 171-186 (1997). https://doi.org/10.1214/lnms/1215454136

On computation of regression quantiles: Making the Laplacian Tortoise faster

Stephen Portnoy

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 187-200 (1997). https://doi.org/10.1214/lnms/1215454137

Recent developments in PROGRESS

Peter J. Rousseeuw, Mia Hubert

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 201-214 (1997). https://doi.org/10.1214/lnms/1215454138

III. Statistical Graphics: Foundations and Methodology

Dimension reduction via parametric inverse regression

Efstathia Bura

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 215-228 (1997). https://doi.org/10.1214/lnms/1215454139

A reduction paradigm for multivariate laws

Francesca Chiaromonte

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 229-240 (1997). https://doi.org/10.1214/lnms/1215454140

Exploring data sets using partial residual plots based on robust fits

Joseph W. McKean, Simon J. Sheather

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 241-256 (1997). https://doi.org/10.1214/lnms/1215454141

Bayes factors for intrinsic and fractional priors in nested models. Bayesian robustness

Elias Moreno

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 257-270 (1997). https://doi.org/10.1214/lnms/1215454142

A comparison of procedures based on inverse regression

Simon J. Sheather, Joseph W. McKean

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 271-278 (1997). https://doi.org/10.1214/lnms/1215454143

Interactive graphical modeling methods for regression

Nate Wetzel

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 279-286 (1997). https://doi.org/10.1214/lnms/1215454144

Time Series Analysis and Financial Statistics

Nonparametric bounds for the probability of future prices based on option values

Gilbert W. Bassett

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 287-300 (1997). https://doi.org/10.1214/lnms/1215454145

The marginal distributions of returns and volatility

Simon R. Hurst, Eckhard Platen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 301-314 (1997). https://doi.org/10.1214/lnms/1215454146

Some limit theory for $L\sb 1$-estimators in autoregressive models under general conditions

Keith Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 315-328 (1997). https://doi.org/10.1214/lnms/1215454147

A Lagrange multiplier approach to testing for serially dependent error terms

Hans Nyquist

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 329-336 (1997). https://doi.org/10.1214/lnms/1215454148

Gaussianity and nonlinearity of foreign exchange rates

Nobuhiko Terui, Takeaki Kariya

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 337-350 (1997). https://doi.org/10.1214/lnms/1215454149

Nonparametric Inference

Rank plots in the affine invariant case

B.M. Brown, T.P. Hettmansperger, J. Möttönen, H. Oja

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 351-362 (1997). https://doi.org/10.1214/lnms/1215454150

Target estimation and implications to robustness

Luisa Turrin Fernholz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 363-372 (1997). https://doi.org/10.1214/lnms/1215454151

Model checks in statistics: an innovation process approach

Winfried Stute

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 373-383 (1997). https://doi.org/10.1214/lnms/1215454152

Bootstrap selection of the smoothing parameter in density estimation under the Koziol-Green model

Jacobo de Uña-Álvarez, Wenceslao González-Manteiga, Carmen Cadarso-Suárez

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 385-398 (1997). https://doi.org/10.1214/lnms/1215454153

Multivariate Analysis

On multivariate rank regression

Biman Chakraborty, Probal Chaudhuri

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 399-414 (1997). https://doi.org/10.1214/lnms/1215454154

Multivariate density estimation by probing depth

Ricardo Fraiman, Regina Y. Liu, Jean Meloche

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 415-430 (1997). https://doi.org/10.1214/lnms/1215454155

Modes, caps and concentration: a geometric approach to estimation on the sphere

Philip Milasevic, Deborah Nolan

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 431-442 (1997). https://doi.org/10.1214/lnms/1215454156

Classification

An $L\sb 1$-norm procedure for fitting overlapping clustering models to proximity data

Anil Chaturvedi, J. Douglas Carroll

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 443-456 (1997). https://doi.org/10.1214/lnms/1215454157

Hierarchical clustering and the construction of (optimal) ultrametrics using L_p-norms

Lawrence Hubert, Phipps Arabie, Jacqueline Meulman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, - (1997). https://doi.org/10.1214/lnms/1215454158

$L\sb 1$ and $L\sb 2$ approximation clustering for mixed data: scatter decompositions and algorithms

Boris Mirkin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 473-486 (1997). https://doi.org/10.1214/lnms/1215454159

Epilogue

Epilogue [Title page]

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, - (1997). https://doi.org/10.1214/lnms/1215454160

Robustness: Where are we now?

P. J. Huber

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 31, 487-498 (1997). https://doi.org/10.1214/lnms/1215454161

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