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Maddala G.S. (ed.), Rao C.R. (ed.) — Robust Inference
Maddala G.S. (ed.), Rao C.R. (ed.) — Robust Inference

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Название: Robust Inference

Авторы: Maddala G.S. (ed.), Rao C.R. (ed.)

Аннотация:

Handbook of Statistics.Vol.15
This reference work covers the many aspects of Robust Inference. Much of what is contained in the chapters, written by leading experts in the field, has not been part of previous surveys of this area. Robust Inference has been an active area of research for the last two decades. Especially during recent years it has been extended in different directions covering a wide variety of models. This volume will be valuable for both graduate students and researchers using statistical methods.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1997

Количество страниц: 698

Добавлена в каталог: 23.06.2009

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$R^{2}$ statistics      107 160
Absolute minimizer      3
Adaptive estimates      279
Additive risk models      602
Akritas' estimator      587 589
ARCH models      196
Arjas — Haara model      605
artificial intelligence      112
Asymptotic, bias      310 315
Asymptotic, data distributions      117
Asymptotic, efficiency      269 279
Asymptotic, independence      292
Asymptotic, level      53
Asymptotic, mean-squared error (MSE)      310
Asymptotic, normality      273—274 280
Asymptotic, power      53
Asymptotic, relative efficiency      150 178
Asymptotic, stationarity      268 284
Asymptotic, variance      279 310 313 317
Autocorrelation      279 280 283 286—288
Autocorrelation, consistent variance estimation      283
Autocorrelation, covariance matrix      272
Autoregressive, approximation      334—335
Autoregressive, moving average (ARMA)      270 308
Autoregressive, time series      116 190
B-optimal estimators      365
Bad leverage points      111
Band-spectrum regression      277
Bandwidth      268 271 285 292 293
Bandwidth, automatic      286
Bandwidth, data dependent      277 282 304—305 321
Bandwidth, parameter      301 303 310
Bandwidth, selection      284 300
Bartlett-Kernel      302 313
Bayes type estimator      501
Berry — Esseen bound      287
Biased sampling model      553
Binary regressors      457
Block procedures      125
Bonferroni inequality      452 454
Bootstrap      71 107 268 286 288 420 430 434 530 538 667
Bounded influence      160 362
Bounded influence, estimation      440—441 443
Bounded influence, methods      113
Bounded influence, test      80
Bounded normal scores test      55
Breakdown      350 538
Breakdown point      49 52—53 56 444
Breakdown point of a test      53—56
Breakdown point, finite sample      445
Breakdown point, power breakdown      56—57
Breakdown, empirical      83
Breakdown, function      538
Breakdown, value      104
Brown — Mood line      113
Brownian motion      289—290 293
Buckley — James estimator      587
Cardinality      226
Case-Cohort design measurements      598
Censored data, doubly censored sample      203
Censored data, monotone estimating equation      593
Censored data, right censoring      551
Censored data, symmetrically type II censoring      231
Censored, quantile regression      405
Censored, regression model      231 392 403 664
Censored, residuals      392
Centering lemma      517
Central composite type      166
Chikkagoudar — Kunchur estimator      203
Chow Robbins procedure      642
Common sense      300
Competing risks      553
Computer algebra      58
Configural polysampling      51
Conjugate density      516
Consistent minimizer      5
contaminants      222
Contaminated      458
Contaminated, sampling      441—443 448
Contamination      104 277 347
Contamination, level      634 637
Contamination, model      448 451—462
Contiguous alternatives      151
Contiguous time process      273
Convaluation-type estimates      278
Convex discrepancy function      2 7
Correlation model      161
Corrupted sampling model      441 443—449
Corruption model      451—455 461—462
Covariance stationary      268 274 279
Coverage probability      642
Cox's logistic model      605
Curse of dimensionality      106
Data perturbations      49
Deficiency measure      287
Delta method      273
Detecting, leverage points      107
Detecting, moving objects      112
Diagnosis      52
Diagnosis, DFFITS      168
Diagnosis, display      111—112
Diagnosis, literature      116
Diagnosis, procedures      146
Diagnosis, tools      89
Difference of convex discrepancy functions      2 7
Difference of two convex functions      13
Directional data      116
Discontinuity-preserving surface      112
Discrete Fourier Transform      272
Discrete models      33
Discriminant analysis      117
Dispersion function      147
Distances, density based      21
Distances, penalized Hellinger      29
Distributed lag      281
Distribution free      280
Diversity of estimates      635
Double exponential      201
Drop-in dispersion test      58 62
Dual likelihood      558
e-contamination      53 59
E-M algorithm      395
E-method      278 279 282
Econometrics      268 280—284 291
Edgeworth, approximation      288
Edgeworth, expansions      282
Edgeworth, saddlepoint approximations      71
Empirical, characteristic function      67
Empirical, distribution      533
Empirical, distribution function      53
Empirical, influence function      546
Empirical, likelihood      531
Empirical, ratio      406
Empirical, saddlepoint      514 526
Endogenously stratified samples      398
Environmetrics      113
Errors in variables (EIV) model      441 457—458 665
Estimating equations      351 354 361—364 367 373
Experimental design      278 291
Exponential distribution      201
Exponential mean      203
Exponential tilt      329
F-rank correlations      190
F-test      50 60 67 107
Factor analysis      113 117
Factorial designs      579
Farewell's mixture model      606
Fast Fourier Transform      272
Fejer's theorem      270
financial markets      172
Financial time series      280
Finite sample, approximation      71 292
Finite sample, correction factor      105
First-order asymptotics      268
Fisher-consistency      471
Fourth-order cumulants      313
Fractional ARIMA      289
Frailty models      600
Frechet differentiability      54
Friedman statistic      145
Fydenson and Zhou's estimators      588
Gastwirth mean      229
Gateaux derivative      539
Generalized, derivative      311 322
Generalized, distributions      663
Generalized, linear hypotheses      146
Generalized, linear models      67 78
Generalized, M-estimators      60 113
Generalized, method of moments (GMM)      283 300
Generalized, S-estimators      114
Genetic algorithms      116
Geometric primitives      112
Global minimizer      3
Global reliability      50—53 56
GM-estimators      60
Good leverage prints      111
Goodness of fit testing      559
Greenwood formula      558
Gross error sensitivity (GES)      539
Group invariance      649
HAC covariance matrix      301 310
Hannan — Rissanen recursion      308
Hat matrix      109
Heavy-tailed distributions      278
Hellinger deviance test      27
Hellinger distance      538
Henderson — Harville algorithm      375
Hermite rank      289
Hertzsprung — Russell diagram      102
Heteroscedasticity      168 186 299 410 414 416—417 419 421
Heteroscedasticity and autocorrelation consistent (HAC)      299 420
Heteroscedasticity and autocorrelation consistent variance estimation      283
High breakdown      146
High breakdown, estimation      440—441 443
High breakdown, point estimators      104 253
High breakdown, regression      106
Higher-order asymptotics      286
Higher-order expansions      58
Higher-order spectra      287
Hjort's model      605
HMA      440—441 444—447 458—459
HMb      454 461—465
Hodges — Lehmann estimate      280 573
HRRS      440 443—445
Huber's minimax theory      52
Huber's proposal      2 60
Identifiability      344
Identification analysis      442 445 448
Identification breakdown point      444—446
Imputed values      440
Incomplete data      551
Influence function (IF)      49 52—53 59 77 115—115 146 350 539
Information matrix      352 355 360
Interlaboratory studies      117
Interpolation      225 423
Interval censored      553
Invariance      349
Inward and outward testing methods      125
IRRE algorithm      41
Jackknife      273 488 546
JHB approach      273 278 280 283 285 291
K-sample problems      568
Kaplan — Meier estimator      555
Kendall's rank correlation coefficient      577 578
kernels      300—301 311 320
Kernels, based estimators      300—301 310 319
Kernels, methods      420
Kernels, truncated      312—313
Kolmogorov — Smirnov      197
Koul, Susaria and Van Ryzin's estimator      588
Kruskel — Wallis statistic      145
Kullback — Leibler information      500
L-estimators      468 480
L-estimators in linear models      483
L-statistics      189 543
Lag order selection      306
Laplace distribution      204
Lawley — Hotelling's test      655
Least absolute deviations (LAD)      2 407
Least absolute values      113
Least distances      2
Least favorable pair      640
Least squares      2 101 146 268 269 586
Least squares, functional      67
Least squares, iteratively reweighted      382
Least squares, least median squares (LMS)      105
Least squares, least trimmed squares (LTS)      105
Least squares, methods      586
Least squares, reweighted (RLS)      107
Least squares, weighted      60
Leurgan's estimator      588
Level breakdown point      56
Leverage diagnosis      109
Leverage points      103 107 168
Likelihood ratio tests      57 204
Likelihood scores      54
Likelihood type test      58 62 153
Linearly weighted means      278
Local minimizer      4
Local robustness      113
Local stability      49 52—53
Location      203
Location parameter      267
Location scale-exponential model      203
Location shift      176
Log p-value      54
Logistic models      664
Long-range dependence      268 288 291 293
Long-run variance estimation      283
Lynden-Bell estimator      560
M-estimates      1 60 268 278—279 291 516
M-estimators      2 12 57 60 78 113 288 467 469
M-estimators in linear models      478
M-estimators in non-linear regression      65
M-estimators, deviance based      69
M-estimators, multivariate      114
M-estimators, one-step      113
M-estimators, stratified      476
MAD estimator      60 167
Mahalonobis distance      108
Mallows' weights      157
Mann — Whitney — Wilcoxin rank statistic      145
Marginal densities, general      524
Marginal densities, M-estimates      523
Maximum likelihood (ML)      203 269 351
Maximum likelihood (ML), modified (MML) estimator      228
Maximum likelihood (ML), non-parametric      385
Maximum likelihood (ML), pseudo (PML)      399
Maximum likelihood (ML), restricted (REML) estimator      367
Maximum likelihood (ML), T-REML      371
Measurement error models      603
Minimal power      54
Minimax, approach      32 227 280
Minimax, asymptotic variance      116
Minimum distance      281 430
Minimum distance, estimation      21 413 467 500
Minimum, covariance determinant (MCD) estimator      114
Minimum, disparity estimators      32
Minimum, Hellinger distance estimator      22 56
Minimum, variance unbiased estimation      109 203
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