ROBUSTNESS IN DATA ANALYSIS: CRITERIA AND METHODS

By MARY RODRIGUEZ

CONTENTS INTRODUCTION GENERAL REMARKS HUBER MINIMAX APPROACH HAMPEL APPROACH OPTIMIZATION CRITERIA IN DATA ANALYSIS: A PROBABILITY-FREE APPROACH INTRODUCTORY REMARKS TRANSLATION AND SCALE EQUIVARIANT CONTRAST FUNCTIONS ORTHOGONAL EQUIVARIANT CONTRAST FUNCTIONS MONOTONICALLY EQUIVARIANT CONTRAST FUNCTIONS MINIMAL SENSITIVITY TO SMALL PERTURBATIONS IN THE DATA AF?NE EQUIVARIANT CONTRAST FUNCTIONS ROBUST MINIMAX ESTIMATION OF LOCATION ROBUST ESTIMATION OF LOCATION IN MODELS WITH BOUNDED VARIANCES ROBUST ESTIMATION OF LOCATION IN MODELS WITH BOUNDED SUBRANGES ROBUST ESTIMATORS OF MULTIVARIATE LOCATION LEAST INFORMATIVE LATTICE DISTRIBUTIONS ROBUST ESTIMATION OF SCALE MEASURES OF SCALE DE?NED BY FUNCTIONALS M-, L-, AND R-ESTIMATORS OF SCALE HUBER MINIMAX ESTIMATOR OF SCALE FINAL REMARKS ROBUST REGRESSION AND AUTOREGRESSION THE MINIMAX VARIANCE REGRESSION ROBUST AUTOREGRESSION ROBUST IDENTI?CATION IN DYNAMIC MODELS ROBUSTNESS OF L1-NORM ESTIMATORS STABILITY OF L1-APPROXIMATIONS ROBUSTNESS OF THE L1-REGRESSION ROBUST ESTIMATION OF CORRELATION ANALYSIS: MONTE CARLO EXPERIMENT ANALYSIS: ASYMPTOTIC CHARACTERISTICS SYNTHESIS: MINIMAX VARIANCE CORRELATION TWO-STAGE ESTIMATORS: REJECTION OF OUTLIERS PLUS CLASSICS COMPUTATION AND DATA ANALYSIS TECHNOLOGIES INTRODUCTORY REMARKS ON COMPUTATION ADAPTIVE ROBUST PROCEDURES SMOOTHING QUANTILE FUNCTIONS BY THE BERNSTEIN POLYNOMIALS ROBUST BIVARIATE BOXPLOTS APPLICATIONS ON ROBUST ESTIMATION IN THE STATISTICAL THEORY OF RELIABILITY ROBUST DETECTION OF SIGNALS BASED ON OPTIMIZATION CRITERIA STATISTICAL ANALYSIS OF SUDDEN CARDIAC DEATH RISK FACTORS