Robustness and Complex Data Structures

Prof. Dr. Claudia Becker is a Professor of Statistics at the Faculty of Law and Economics, Martin-Luther University Halle-Wittenberg. Her research priorities are robust statistical methods; robust statistical methods for dimension reduction in complex data structures; and statistical methods for regional economics to assess complex situations and relationships through interviews, with a particular focus on innovation and entrepreneurship research Prof. Dr. Roland Fried has been a Professor of Statistics in Biosciences at the Faculty of Statistics, Dortmund University, since 2006. His research focuses on biostatistics; modeling spatial and temporal data; online monitoring; robust signal extraction and structural break detection, and efficient statistical computational algorithms PD Dr. Sonja Kuhnt has held a temporary professorship at the Institute for Mathematical Statistics with Applications in Industry, Faculty for Statistics, TU Dortmund University, since 2008. Her present research fields are robust methods for categorical data and graphical models; computer algebra in statistics; offline planning of industrial processes; and acquisition of information in logistics

• ​Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja).- Depth Statistics (Karl Mosler).- Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix).- High-Breakdown Estimators of Multivariate Location and Scatter (Peter Rousseeuw and Mia Hubert).- Upper and Lower Bounds for Breakdown Points (Christine H. Müller).- The Concept of α-outliers in Structured Data Situations (Sonja Kuhnt and André Rehage).- Multivariate OutlierIidentification Based on Robust Estimators of Location and Scatter (Claudia Becker, Steffen Liebscher and Thomas Kirschstein).- Robustness for Compositional Data (Peter Filzmoser and Karel Hron).- Part II Regression and Time Series Analysis: Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (Holger Dette and Jens Wagener).- Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression (Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib).- Robust Change Point Analysis (Marie Hušková).- Robust Signal Extraction From Time Series in Real Time (Matthias Borowski, Roland Fried and Michael Imhoff).- Robustness in Time Series: Robust Frequency Domain Analysis (Bernhard Spangl and Rudolf Dutter).- Robustness in Statistical Forecasting (Yuriy Kharin).- Finding Outliers in Linear and Nonlinear Time Series (Pedro Galeano and Daniel Peña).- Part III Complex Data Structures: Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods (Andreas Christmann, Matías Salibián-Barrera and Stefan Van Aels).- Some Machine LearningApproaches to the Analysis of Temporal Data (Katharina Morik).- Correlation, Tail Dependence and Diversification (Dietmar Pfeifer).- Evidence for Alternative Hypotheses (Stephan Morgenthaler and Robert G. Staudte).- Concepts and a Case Study for a Flexible Class of Graphical Markov Models (NannyWermuth and David R. Cox).- Data Mining in Pharmacoepidemiological Databases (Marc Suling, Robert Weber and Iris Pigeot).- Meta-Analysis of Trials with Binary Outcomes (JürgenWellmann).