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Statistical Data Analysis Based on the L1-Norm and Related Methods

Statistical Data Analysis Based on the L1-Norm and Related Methods

Statistical Data Analysis Based on the L1-Norm and Related Methods
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Statistical Data Analysis Based on the L1-Norm and Related Methods Hardback - 2002 - 1st Edition

by Yadolah Dodge

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Description

Hardback. New. Contains papers presented to the fourth International Conference on Statistical Data Analysis Based on the L1-Norm and Related Methods, held in 2002. Papers show the importance of development of theory, methods and applications related to statistical data analysis based on the L1-norm.
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Details

  • Title Statistical Data Analysis Based on the L1-Norm and Related Methods
  • Author Yadolah Dodge
  • Binding Hardback
  • Edition number 1st
  • Edition 1
  • Condition New
  • Pages 472
  • Volumes 1
  • Language ENG
  • Publisher Birkhauser
  • Publication date 2002-09-17
  • Illustrated Yes
  • Features Illustrated
  • Bookseller's Inventory # B9783764369200
  • ISBN 9783764369200 / 3764369205
  • Weight 2.27 lbs (1.03 kg)
  • Dimensions 10 x 7 x 1 in (25.40 x 17.78 x 2.54 cm)
  • Category Mathematics
  • Library of Congress Catalogue Number 2002026036
  • Dewey Decimal Code 519.534
  • Quantity available 10

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From the publisher

Quantile Functions and Spread for Multivariate Distributions.- A New Definition of Multivariate M-quantiles.- A Depth Function and a Scale Curve Based on Spatial Quantiles.- Sample Quantiles for Locally Dependent Processes.- What are the Limiting Distributions of Quantile Estimators?.- New Selection Indices for University Admissions: A Quantile Approach.- Exploring Transition Data Through Quantile Regression Methods: An Application to U.S. Unemployment Duration.- How to be Pessimistic: Choquet Risk and Portfolio Optimization.- Expected Shortfall and Beyond.- Credit Scoring Using Binary Quantile Regression.- Prediction of 0-1-Events for Short- and Long-memory Time Series.- Nonparametric Quantile Regression with Applications to Financial Time Series.- An Algorithm for Optimal Bandwidth Selection for Smooth Nonparametric Quantile Estimation.- Orthogonal L1-norm Estimation.- L1-Derivatives, Score Functions and Tests.- Optimal Bias Robust M-estimates of Regression.- Robust Bootstrap for S-estimators of Multivariate Regression.- M-tests for Detection of Structural Changes in Regression.- Change Point Detection Based on Empirical Quantiles.- A Class of Probability Metrics and its Statistical Applications.- Whose Hare and Whose Tortoise.- Sign and Rank Covariance Matrices: Statistical Properties and Application to Principal Components Analysis.- Multivariate Signed Ranks: Randies' Interdirections or Tyler's Angles?.- L1-Depth, Depth Relative to a Model, and Robust Regression.- Perturbation Properties of Depth Regions.- Multivariate Trimmed Means Based on Data Depth.- Graphs, L1-Metrics and Clustering.- Classification Based on the Support Vector Machine and on Regression Depth.- A Robust Clustering Method and Visualization Tool Based On Data Depth.- The Median Extension of Data Analysis Metric Structures.- Text Classification for Mining Massive Aviation Inspection Reports.- A Comparison Between L1 Markov Random Field-Based and Wavelet-Based Estimators.- Elastic and Plastic Splines: Some Experimental Comparisons.- On the Bitplane Compression of Microarray Images.- Overdispersed Regression Models for Air Pollution and Human Health.- Atmospheric Pollution and Mortality in So Paulo.- Contributors.

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