Robustness of Statistical Methods and Nonparametric Statistics - Info and Reading Options

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Behaviour of L-estimators of location from the point of view of large deviations -- Simulation in research on linear models -- Note about solutions of asymptotic minimax test problems for special capacities -- Some remarks on the comparison of means in the case of correlated errors -- Robustness of multiple comparisons against variance heterogeneity -- The power of run test verifying the hypothesis of model linearity -- The robustness of selection procedures investigated by a combinational method -- Results of comparisons between different random number generators -- Robustness of the two-sample sequential t-test -- Optimal designs for contaminated linear regression -- Systems of one-dimensional continuous distributions and their application in simulation studies -- A combinatorial method in robustness research and two applications -- Analogy of the linear regression and the two-sample problem in robustness investigations -- Rates of consistency of classical one-sided tests -- Asymptotic robustness of Bayesian decision rules in statistical decision theory -- Ranks, standardized ranks and standardized aligned ranks in the analysis of Friedman’s block design -- Chernoff type bounds of errors in hypothesis testing of diffusion processes -- Power simulation with the same random sequences under the null hypothesis and the alternative -- Robustness of two-sample tests for variances -- The influence of different shapes of distributions with the same first four moments on robustness -- Robust Bayes regression estimation under weak prior knowledge -- Distribution of the maximal GAP in a sample and its application for outlier detection -- Robustness of the two-sample t-test -- Robustness of three sequential one-sample tests against non-normality -- A test for exponential regression and its robustness -- Comparison of break points of estimators -- The robustness of some statistical tests. The Multivariate case -- Tests for independence in the family of continuous bivariate distributions with finite contingency -- Robustness of many-one statistics -- Testing hypotheses in nonlinear regression for nonnormal distributions -- The bootstrap in nonlinear regression -- Sharp inequalities for error probabilities of tests under moment conditions -- Simulation studies on robustness of the t- and u-test against truncation of the normal distribution -- Robust location-tests and classification procedures -- Minimax-linear estimation under incorrect prior information -- The roubstness of some procedures for the two-sample location problem — a simulation study (concept) -- On the measurement of the tests robustness -- A Robust Estimate of Variance in a Linear Model -- Minimax-versus robust experimental designs: Two simple examples

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