Robustness and Complex Data Structures || Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models

✍ Scribed by Becker, Claudia; Fried, Roland; Kuhnt, Sonja

• Book ID: 120259246
• Publisher: Springer Berlin Heidelberg
• Year: 2013
• Tongue: German
• Weight: 518 KB
• Edition: 2013
• Category: Article
• ISBN: 3642354947
• DOI: 10.1007/978-3-642-35494-6_9

✦ Synopsis

​This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.