International Conference on Robust Statistics

 

   

12-17 June 2005  

Program

 

 

   

  

 

ICORS2005

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Aims, Scope, Topics

Scientific Committee

Organizing Committee

Important Dates

Call for Papers

Registration Information

Invited Speakers, Participants and Abstracts

Program

Social Events

Accommodation

Travel and Tourist Information

Location

Contact Addresses

Workshop on Nonparametrical Statistical Methods

     

Program

Sunday, 12 June 
 

16.00-19:30 Registration (MaA building, Lobby)
20:00-21:30 Reception (City Hall)

Monday, 13 June

8:00-8:50 Registration (MaA building, Lobby)
  MaA 102 MaA 103
8:50-9:00 Welcome  
  Robust Multivariate Estimation  
  Chair: P. Rousseeuw  
9:00-9:30 R.A. Maronna, V.J. Yohai and A.J. Villar: Choosing a Multivariate Estimate for High Dimensional Data  
9:30-10:00 D. Peña and J. Prieto: Combining Random and Specific Directions for Robust Estimation of
High-Dimensional Multivariate Data
 
10:00-10:30 Y. Zuo: A Trimmed Mean with a Random Fraction of Trimmed Points  
10:30-11:00

Coffee break (MaA building, Lobby)

  Breakdown, Model Choice  
  Chair: S. Portnoy  
11:00-11:30 U. Gather: Breakdown and Groups Revisited  
11:30-12:00 L. Davies: Financial Data as an Example of Model Choice  
12:00-14:00

Lunch (Wilhelmiina)

  Time Series Multivariate Methods, PCA
  Chair: M. Hallin Chair: S. Van Aelst
14:00-14:20 J. Nyblom: Exponential Smoothing Based on Ranks G. Willems, S. Van Aelst and M. Salibián-Barrera: Robust PCA with Bootstrap Based on MM-estimators
14:20-14:40 N. Muler, D. Peña and V.J. Yohai: Robust Estimates for ARMA Models M. Debruyne and M. Hubert: The Influence Function of Stahel-Donoho Type Methods for Robust PCA
14:40-15:00 M. Yarmohammadi: Robust Estimates for ARIMA Models and their Applications for Detection of Outliers S. Engelen and M. Hubert: A Robust PARAFAC Method
15:00-15:30

Coffee break (MaA building, Lobby)

  Processes Estimation Theory
  Chair: L. Davies Chair: A. Christmann
15:30-15:50 (V. Stoimenova: Robust Parametric Estimation of Branching Processes with Random Number of Ancestors) Cancelled (D. Atanasov: On the Standard Error of Some Classes of Robust Estimators) Cancelled
15:50-16:10 S. Lardjane: Nonparametric Density Estimation for Reversed Chaotic Signals C. Agostinelli: Estimation Using the Disparity Measure Related to the Robust Identification
Property
16:10-16:30 M.M. Souto de Miranda and H. Miranda: Assessing the Mean Stationarity Condition in a Geostatistical Process P. Ruckdeschel: Optimally One-Sided Bounded ICs
16:30-16:50 H. Kläver: Testing for Stochastic Dominance Using Circular Block Methods M. Kohl and P. Ruckdeschel: R-packages for Infinitesimal Robustness
20:00-23:00

Cruise and Dinner

Tuesday, 14 June

 

MaA 102

MaA 103

 

Sign and Rank Methods

Calibration, Generalized Linear Models,  Regression

 

Chair: R. Randles

Chair: D. Peña

9:00-9:30

J. Jurečková: Regression Quantiles and Hájek's Rank Scores

M. Riani and S. Salini: Robust and Efficient Multivariate Calibration

9:30-10:00

M. Hallin, C. Vermandele and B.J.M. Werker: Semiparametrically Efficient Inference Based on Signs and Ranks for Median
Restricted Models

E. Ronchetti: Robust Second-Order Accurate Inference for Generalized Linear Models

10:00-10:30

J.W. McKean: Rank-Based Procedures for Repeated Measure Designs

I. Mizera: Robust Functional Estimation

10:30-11:00

Coffee break (MaA building, Lobby)

 

Applications

Robust Regression

 

Chair: U. Gather

Chair: J. Jureckova

11:00-11:20

M.A. van de Wiel and K.I. Kim: Estimating the False Discovery Rate for Interval Null-Hypotheses Using Nonparametric Deconvolution

Ş. Hekimoğlu and R.C. Erenoğlu: Estimation of Parameters for Linear Regression Using Median Estimator

11:20-11:40

S. Populaire and P. Girard: Robust Statistics Applied to the Validation of Analytical Methods

M. Omelka: Second Order Asymptotics for R-estimators and M-estimators for a Simple
Linear Regression

11:40-12:00 L. McCann, R. Welsch  and C. Liberty: Robust Sabermetrics J. Picek: Hill's Estimator Based on Two-Step Regression Quantiles
12:00-12:20 J. Kalina and P.L. Davies: Locating Landmarks in the Face J.Á Višek: Consistency of Instrumental Weighted Variables
12:20-14:00

Lunch (Wilhelmiina)

14:00-

-15:30

Poster Session (MaA building, Lobby)
C. Amado and A.M. Pires: Robust Bootstrap Criterion for Variable Selection in LDA
D. Busarova: Robust Multivariate Regression
A. Farall  and G. Boente: Robust Multivariate Tolerance Region: Influence Function and Monte Carlo Study
D. Hoorelbeke, H. Dewachter and K. Smedts: Robust Estimation of Jensen's Alpha
K. Joossens: Error Rates for Multiple Group Robust Linear Discriminant Analysis
I.M. Rodrigues, G. Boente and A.M. Pires: Robust Tests for the Common Principal Components Model
V. Yohai and M.E. Szretter: A Robust Proposal for Sliced Inverse Regression

Coffee break (MaA building, Lobby)

  Independent Component Analysis  
  Chair: H. Oja  
15:30-16:00 E. Oja: Independent Component Analysis: Algorithms and Applications  
16:00-16:30 G. Brys, M. Hubert and P. Rousseeuw: Robust Independent Component Analysis  
16:30-17:00 D.E. Tyler: Invariant Coordinate Selection (ICORS): A Robust Perspective on Independent Components Analysis (ICA)  

Wednesday, 15 June

 

MaA 102

MaA 103

 

Discrimination, Location Tests and Data Depth

 

 

Chair: T. Hettmansperger

 

9:00-9:30

K. Crimin, J.W. McKean and S.J. Sheather: Discriminant Procedures Based on Efficient Robust Discriminant Coordinates

 

9:30-10:00

P. Chaudhuri: Data Depth and Discriminant Analysis

 

10:00-10:30

R. Elmore and T. Hettmansperger:
A Multivariate Test for Location Based on Elliptical Depth

 

10:30-11:00

Coffee break (MaA building, Lobby)

 

Notice! MaA 211
Generalized Models

Tailweight, Location and Scale Estimation

 

Chair: P. Chaudhuri

Chair: M. Hubert

11:00-11:20

M. Salibián-Barrera: A Robust Fit for Generalized Additive Models

C.C. Heyde and S.G. Kou: The Controversy Over Tailweight of Distributions and a Robust Measure of Tailweight

11:20-11:40

S.K. Sinha: Robust Analysis of Mixed Models for Longitudinal Data

Z. Fabián: Johnson Descriptive Statistics

11:40-12:00 N. Neykov, P. Filzmoser, R. Dimova and P. Neytchev: Trimmed Likelihood Fitting of Mixture Models J.A. Randal: Robust Scale Estimation in Finite Samples
12:00-12:20   S. Morgenthaler: Estimates for Very Small Samples

12:20-14:00

Lunch (Wilhelmiina)

15:00-ca.21

Excursion

Thursday, 16 June

 

MaA 102

MaA 103

 

Skew and Heavy- Tailed Distributions, Computing

 

 

Chair: X. He

 

9:00-9:30

O. Arslan: Robust Statistical Modeling Using the Skew t-Distributions

 

9:30-10:00

B. Vanderwalle, M. Hubert, J. Beirlant and A. Christmann: A Robust Estimator for the Tail Index of Pareto-Type Distributions

 

10:00-10:30

R. Dutter: Computation with R: Applications in Geochemical Analysis

 

10:30-11:00

Coffee break (MaA building, Lobby)

 

Multivariate Methods

Tests, Inference

 

Chair: D. Tyler

Chair: R. Dutter

11:00-11:20

E. Roelant and S. Van Aelst: An L1-type Estimator of Multivariate Location and Shape

Y.N. Tyurin: Testing Approximate Statistical Hypotheses

11:20-11:40

S. Sirkiä and H. Oja: ICA with Symmetrized M-estimators of Scatter

A. Gárcia-Pérez: Chi-Square and F Tests with Models Close to the Normal

11:40-12:00 (V. Todorov: Robust Selection of Variables in the Linear Discriminant Analysis) Cancelled J.R. Berrendero, A. Cuevas and F. Vázquez: Testing Multivariate Uniformity: the Distance-to-Boundary Method

12:00-14:00

Lunch (Wilhelmiina)

 

Covariance, Correlation

Cluster Analysis, Mixture Models

 

Chair: P. Filzmoser

Chair: F. Chritchley

14:00-14:20

G.L. Shevlyakov, V.I. Shin and K. Kim: A Radical Stable M-estimator of a Correlation Coefficient for a Bivariate Normal Distribution

J.A. Cuesta, C. Matran and A. Mayo-Iscar: New Perspectives for Robust Estimation in the Normal Mixture Model

14:20-14:40

J.Fco. Ortega: A Robust Alternatives to the Covariance

L.A. García-Escudero and A. Gordaliza: Adaptive Trimmed k-Means for Heterogenous Groups

14:40-15:00

C. Dehon, F. Alqallaf, C. Croux and R. Zamar: On the Robustness of Non-Parametric Correlation Measures

C. Hennig: Robustness Concepts for General Clustering Methods

15:00-15:30

Coffee break (MaA building, Lobby)

 

Regression and Logistic Discrimination

 
 

Chair: R. Maronna

 

15:30-16:00

S. Serneels, C. Croux, P. Filzmoser, and P.J. Van Espen: Partial Robust M-regression

 

16:00-16:30

C. Chen and X. He: Lower Rank Approximation of Matrices Based on Fast and Robust Alternating
Regression

 

16:30-17:00

C. Croux, G. Haesbroeck and K. Joossens: Influence Analysis of Error Rates: Logistic Discrimination

 
19:00-ca.24

Conference Dinner

Friday, 17 June

 

MaA 102

MaA 103

 

Principal Axis Analysis, Clustering and Regression

 

 

Chair: S. Morgenthaler

 

9:00-9:30

F. Critchley, A. Pires and C. Amado: Principal Axis Analysis

 

9:30-10:00

A.M. Pires and C.M. Santos-Pereira: Using Clustering and Robust Estimators to Detect Outliers in Multivariate Data

 

10:00-10:30

M. Salibián-Barrera and V.J. Yohai: A Fast Algorithm for S-estimates of Regression

 

10:30-11:00

Coffee break (MaA building, Lobby)

 

Regression

 

 

Chair: A. Pires

 

11:00-11:30

A. Christmann: Robust Learning from Bites

 

11.30-12:00

S. Van Aelst, J. Khan and R.H. Zamar: Robust Variable Selection Based on Least Angle Regression

 
12:00-12:10 Closing

12:10-14:00

Lunch (Wilhelmiina)