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001 978-3-642-35494-6
003 DE-He213
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008 130426s2013 gw | s |||| 0|eng d
020 _a9783642354946
_9978-3-642-35494-6
024 7 _a10.1007/978-3-642-35494-6
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.5
_223
100 1 _aBecker, Claudia.
_eeditor.
245 1 0 _aRobustness and Complex Data Structures
_h[electronic resource] :
_bFestschrift in Honour of Ursula Gather /
_cedited by Claudia Becker, Roland Fried, Sonja Kuhnt.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2013.
300 _aX, 379 p. 82 illus., 12 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aPart 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).
520 _aThis 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.
650 0 _aStatistics.
650 0 _aDistribution (Probability theory).
650 0 _aMathematical statistics.
650 1 4 _aStatistics.
650 2 4 _aStatistical Theory and Methods.
650 2 4 _aStatistics and Computing/Statistics Programs.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aFried, Roland.
_eeditor.
700 1 _aKuhnt, Sonja.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642354939
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-35494-6
912 _aZDB-2-SMA
999 _c97664
_d97664