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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
Minimum, volume ellipsoid estimator (MVE)      109
Minitab      143
Misclassification      437 459
Misspecification      158 422
Mixed linear model      343
Mixed LS and LD      2
Mixing conditions      284 291
Mixture      104
Mixture, distributions      395
MM estimators      114
Model criticism      171
Model of contamination      639
Model selection criteria      333
Model selection criteria, AIC      307 333
Model selection criteria, BIC      307 318 333
Models for, duration data      394
Models for, grouped data      604
Models for, longitudinal data      604
Moment condition      407 416
Moment estimators      392
Multivariate, location estimator      109
Multivariate, M-estimators      114
Multivariate, methods      666
Multivariate, regression model      1
Multivariate, stratified data      597
Nadaraya — Watson estimate      293
Negative exponential disparity      37
Nelson — Aalen estimator      557
Nested model      344
Newton Raphson      152 382 400
Non stationary processes      268
Non-nested hypotheses      78
Non-normal limit distribution      290
Non-parametric      268 282 301
Non-parametric estimates      292
Non-parametric hypotheses      581
Non-parametric maximum likelihood      385 387
Non-parametric methods      284
Non-parametric probability density function      291
Non-parametric regression      116 293 585
Non-parametric regression function      283 291
Non-parametric spectrum estimation      268 270 283
Non-parametric tests      55
Nonlinear models      65
Nonlinear regression      116 219 281
Nonlinear transformation      279
Normal approximation      287
Normal scores statistics      145
Normal scores test      55
NW-PW estimator      305
Nyquist band      285
One-step identification      125
One-step reweighted mean and covariance matrix      110
Optimal linear estimator      203
Optimal robust estimator      55
Optimal robust one sample rank test      55
Optimal scores      165
Optimality criterion      321
Order statistics      201 203 280
Outlier detection      106 107
Outlier detection, additive outliers      195 238
Outlier detection, Balke — Fomby approach      245
Outlier detection, Bayesian approaches      241
Outlier detection, classical methods      238
Outlier detection, exchangeable outlier model      203
Outlier detection, extreme outliers      223
Outlier detection, innovative outliers      195 238
Outlier detection, masking effect      108
Outlier detection, multiple outliers      201 204
Outlier detection, regression outliers      102
Outlier detection, single outlier model      203
Outlier detection, vertical outliers      111
Outlier Identification      123
Outlier-generating models      123
Outliers      101 145—146 278—279 347
Outliers and nonlinearities      260
Outliers in first differences      244
Outliers in state-space models      251
Outliers, additive outlier      238
Outliers, effects on unit root tests      243
Outliers, innovation outliers      238
p-values      107 224
Paired data      68 576 665
Parametric estimators      302 310 332
Parametric models      270 283
Parseval's equality      275
Periodogram      270 271
Permutation tests      572
PH model      595 596
Pillai's test      655
Pilot estimates      285—286
Pitman efficiency      53
Pitman-type estimates      467 501
PL-estimator      308
Positive breakdown methods      56 104 116
Prewhitening      272 284 300 302 319 328
Principal components      117
Product limit estimators      555
progress      107
Projection estimators      115
Proportional hazard model      580
Pseudo log-likelihood criterion      286
Pseudo-norm      147
Q-Q plot      224
Q-S kernel      302 311 313 320
QS-PW estimator      302
Quadrant-count test      165
Quantile functional      481
Quantile regression in PH model      595
Quantile regression, censored      405—406
Quantile regression, non-linear      426
R-estimators      145 309 467
R-estimators of location and regression      490
R-estimators of simple regression in linear models      496
Randomization tests      51
Rank, dispersion      497
Rank, generating functions      180
Rank, linear statistics      179
Rank, tests      145 175 568
Rank, transform      156
Rank, transform tests      571
Rao-scores type test      57 62 78 153
Rational expectations      299
Real-time estimation      112
Recurrence relations      201
Redescent      280
Regression      524 529 584
Regression, alternating      116
Regression, in-scale      187
Regression, linear      101 268 281 291
Regression, logistic      116
Regression, models      268 278—279
Regression, multiple      274
Regression, orthogonal      116
Regression, quantiles      182
Regression, rank scores      467 498
Regression, residuals      299
Regression, variable selection      114
Regression, zero intercept      116
Relative efficiencies      203 280
Repeated median estimator      104
Residuals in Euler equations      332
Residuals, externally standardized      168
Residuals, internal R-studentized      167
Residuals, Pearson residuals      71
Residuals, scatter plots      102
Residuals, studentized      103
Resistance      49 56
RGLM      145
Ritov's M-estimators      592
ROBETH      63 107
Robust, Bayesian analysis      668
Robust, distances      109
Robust, estimation      49 89 201
Robust, estimators      125
Robust, inference      1
Robust, interrelationships between estimators      501
Robust, likelihoods      69
Robust, methods      101 146 298 590
Robust, ML      358 362
Robust, model choice      78
Robust, nearly optimal estimators      225
Robust, REML      373 374
Robust, standardization      146
Robust, statistics      49 51
Robust, tests      50 57 62
Robustness of efficiency      50 54
Robustness of validity      50 54
Robustness, global      115
Robustness, null      653
Robustness, optimality      654
Rockefellar theorems      6 9 14 15
Roy's test      655
Runs tests      165
S-estimators      114
S-Plus      107 110
Saddlepoint approximations      513 515 520
Sample autocorrelations      273
Sample median score function      280
SAS      107 110
Scale equivalence      113
Scale invariance      325
Scatter matrix estimator      109
Seasonal frequencies      277
Semi-parametric methods      663
Sensitivity analysis      66 546
Shrinking neighborhoods      52
Signal-noise ratio      277
Signed rank statistic      145
Simulation studies      224 382
Simultaneous equations models      61 666
Size and power of tests, dependency and deviation      640
Size and power of tests, robustified likelihood ratio tests      634
Slippage      201
Smoothed, non-parametric estimates      271 283
Smoothed, probability density      268
Smoothing      272
Smoothness      49
Spectral density      268 279 311
Spectral density, estimation      300 310
Spectral density, matrix      278 282—283 291
Spectrum      274 279
Spectrum, estimates      284 285 291
Spectrum, estimation      268 272 292
Statistical functional      487
Steepest descent      515
Stochastic complexity      286
Stochastic dominance      447
Strictly stationary      279 292
Studentizing      270 273 287 290 293
Subsampling algorithm      115
Successive approximation      382
Supermodel      51
t-distribution      354
t-statistics      107
Tabu search      116
Tail areas      526
Tarone — Ware tests      570
Temporal dependence      299 310
Tests of hypotheses      114 203 281
Tests of hypotheses, about independence      571 656
Tests of hypotheses, about unidentified parameters      451 453 455 461—462
Theil — Sen slope      113
Time-dependent parameters      593 603
Tobit models, maximum likelihood      405 430
Tobit models, two-limit tobit      406 407
Toeplitz matrices      315
Tolerance band      103 105
Tolerance ellipse      108
Transformation models      462
Trimmed mean      202 280 542
Truncation      283 552
Tsiatis' rank estimators      591
Turkey's resistance line      113
Unit root tests      196
Univariate scale estimation      116
Unobserved heterogeneity      397
Validation data      440 448
VAR spectral estimator      332
VARHAC estimator      306
Variance components      343
Varma      302
Von Mises expansion      53
Wald-type test statistic      57 62 78 153
Weak dependence      270 292—293
Weighted autocovariance estimates      271 283 284
Weighted likelihood estimation      41—43
Weighted score equations      69
Weighting matrix      303 305 323 326
Wilcoxin rank test      51 55
Wilcoxin two-sample statistic      280
Window closing      285
Winsorized mean      202
Yule — Walker equations      316—317
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