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Robust and Multivariate Statistical Methods Festschrift in Honor of David E. Tyler /

This book presents recent developments in multivariate and robust statistical methods. Featuring contributions by leading experts in the field it covers various topics, including multivariate and high-dimensional methods, time series, graphical models, robust estimation, supervised learning and norm...

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Korporativní autor: SpringerLink (Online service)
Další autoři: Yi, Mengxi (Editor), Nordhausen, Klaus (Editor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing : Imprint: Springer, 2023.
Vydání:1st ed. 2023.
Témata:
Statistics .
Multivariate analysis.
Machine learning.
Statistical Theory and Methods.
Multivariate Analysis.
Applied Statistics.
Machine Learning.
On-line přístup:https://doi.org/10.1007/978-3-031-22687-8
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Obsah:
  • Part I About David E. Tyler’s Publications
  • An Analysis of David E. Tyler’s Publication and Coauthor Network. A Review of Tyler’s Shape Matrix and Its Extensions
  • Part II Multivariate Theory and Methods
  • On the Asymptotic Behavior of the Leading Eigenvector of Tyler’s Shape Estimator Under Weak Identifiability
  • On Minimax Shrinkage Estimation with Variable Selection
  • On the Finite-Sample Performance of Measure-Transportation-Based Multivariate Rank Tests
  • Refining Invariant Coordinate Selection via Local Projection Pursuit
  • Directional Distributions and the Half-Angle Principle
  • Part III Robust Theory and Methods
  • Power M-Estimators for Location and Scatter
  • On Robust Estimators of a Sphericity Measure in High Dimension
  • Detecting Outliers in Compositional Data Using Invariant Coordinate Selection
  • Robust Forecasting of Multiple Time Series with One-Sided Dynamic Principal Components
  • Robust and Sparse Estimation of Graphical Models Based on Multivariate Winsorization
  • Robustly Fitting Gaussian Graphical Models—the RPackage robFitConGraph
  • Robust Estimation of General Linear Mixed Effects Models
  • Asymptotic Behaviour of Penalized Robust Estimators in Logistic Regression When Dimension Increases
  • Conditional Distribution-Based Downweighting for Robust Estimation of Logistic Regression Models
  • Bias Calibration for Robust Estimation in Small Areas
  • The Diverging Definition of Robustness in Statistics and Computer Vision
  • Part IV Other Methods
  • Power Calculations and Critical Values for Two-Stage Nonparametric Testing Regimes
  • Data Nuggets in Supervised Learning
  • Improved Convergence Rates of Normal Extremes
  • Local Spectral Analysis of Qualitative Sequences via Minimum Description Length.

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