Directions in Robust Statistics and Diagnostics: Part II (The IMA Volumes in Mathematics and its Applications, 34)

This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod­ elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how­ ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified. Front Matter....Pages i-xviii Small Sample Properties of Robust Analyses of Linear Models Based on R-Estimates: A Survey....Pages 1-19 Regression Diagnostics for Rank-Based Methods II....Pages 21-31 Robust Multivariate Spectral Analysis of the EEG....Pages 33-47 Configural Polysampling....Pages 49-63 Robustness to Unequal Scale and Other Departures from the Classical Linear Model....Pages 65-113 Unmasking Multivariate Outliers and Leverage Points by Means of BMDP3R....Pages 115-128 Glimpse: An Assessor of GLM Misspecification....Pages 129-143 Regression Quantile Diagnostics for Multiple Outliers....Pages 145-157 Robust Testing of Functionals....Pages 159-183 Robustness of the p -Subset Algorithm for Regression with High Breakdown Point....Pages 185-194 Robust Distances: Simulations and Cutoff Values....Pages 195-203 Diagnostics for Regression-Arma Time Series....Pages 205-221 General Approaches to Stepwise Identification of Unusual Values in Data Analysis....Pages 223-242 Research Directions in Robust Statistics....Pages 243-278 Comparisons Between First Order and Second Order Approximations in Regression Diagnostics....Pages 279-295 Consumer Datesware....Pages 297-308 Graphical Displays for Alternate Regression Fits....Pages 309-325 Some Issues in the Robust Estimation of Multivariate Location and Scatter....Pages 327-336 Adaptive Efficient Weighted Least Squares With Dependent Observations....Pages 337-363 A Procedure for Robust Estimation and Inference in Linear Regression....Pages 365-374 Back Matter....Pages 375-380