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Home > Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather > Multivariate Extremes: A Conditional Quantile Approach
Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather |
Claudia Becker; Roland Fried; Sonja Kuhnt
Springer Berlin Heidelberg
Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather
Multivariate Extremes: A Conditional Quantile Approach
Authors

Marie-Françoise Barme-Delcroix

ARI Id

1665042443830_4587478

Access

Not Available Free

Pages

35-48

DOI

10.1007/978-3-642-35494-6_3

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-35494-6_3

Table of Contents of Book
Showing 1 to 20 of 26 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
I-X
Front Matter
1-1
Multivariate Median
Hannu Oja
3-15
Depth Statistics
Karl Mosler
17-34
Multivariate Extremes: A Conditional Quantile Approach
Marie-Françoise Barme-Delcroix
35-48
High-Breakdown Estimators of Multivariate Location and Scatter
Peter Rousseeuw; Mia Hubert
49-66
Upper and Lower Bounds for Breakdown Points
Christine H. Müller
67-84
The Concept of α-Outliers in Structured Data Situations
Sonja Kuhnt; André Rehage
85-101
Multivariate Outlier Identification Based on Robust Estimators of Location and Scatter
Claudia Becker; Steffen Liebscher; Thomas Kirschstein
103-115
Robustness for Compositional Data
Peter Filzmoser; Karel Hron
117-131
Front Matter
133-133
Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models
Holger Dette; Jens Wagener
135-147
Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression
Susanne Konrath; Ludwig Fahrmeir; Thomas Kneib
149-170
Robust Change Point Analysis
Marie Hušková
171-190
Robust Signal Extraction from Time Series in Real Time
Matthias Borowski; Roland Fried; Michael Imhoff
191-206
Robustness in Time Series: Robust Frequency Domain Analysis
Bernhard Spangl; Rudolf Dutter
207-223
Robustness in Statistical Forecasting
Yuriy Kharin
225-242
Finding Outliers in Linear and Nonlinear Time Series
Pedro Galeano; Daniel Peña
243-260
Front Matter
261-261
Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods
Andreas Christmann; Matías Salibián-Barrera; Stefan Van Aelst
263-278
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 26 entries
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