图书简介

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 R-package robFitConGraph.- Robust Estimation of General Linear Mixed Effects Models.- Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases.- Conditional distribution-based down weighting 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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