Robust Minimax Adaptive M-Estimators of Regression Parameters

The minimax robust M-estimators of regression parameters designed over the classes with a bounded variance of a distribution are obtained. The properties of these new estimators and their adaptive versions are studied in asymptotics and in a finite sample

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Christos P. Kitsos Werner G. Müller Editors

MODA4 - Advances in Model-Oriented Data Analysis Proceedings of the 4th International Workshop in Spetses, Greece, June 5 - 9, 1995

Contributions to Statistics V. Fedorov I W. G. Miiller II. N. Vuchkov (Eds.) Model-Oriented Data Analysis, XII/248 pages. 1992

J. Antoch (Ed.) Computational Aspects of Model Choice, VII I 285 pages, 1993 W. G. Miiller I H. P. Wynn I A. A. Zhigljavsky (Eds.) Model-Oriented Data Analysis XIII/287 pages, 1993 P. Mandl/ M. Hu~kova (Eds.) Asymptotic Statistics X1474 pages, 1994 P. Dirschedll R. Ostermann (Eds.) Computational Statistics VII/553 Pages, 1994

Christos P. Kitsos Werner G. Muller (Eds.)

MODA4Advancesin Model-Oriented Data Analysis Proceedings of the 4th International Workshop in Spetses, Greece June 5-9, 1995

With 37 Figures

Springer-Verlag Berlin Heidelberg GmbH

Series Editors Wemer A. Miiller Peter Schuster Editors Dr. Christos P. Kitsos Department of Statistics Athens University of Economics and Business 76 Patission Street GR-Athens 104-34, Greece Dr. Wemer G. Milller Department of Statistics University of Economics and Business Administration Augasse 2-6 A-1090 Vienna, Austria

ISBN 978-3-7908-0864-3 CIP-Titelaufnahme der Deutschen Bibliothek Advances in model oriented data analysis: proceedings of the 4th international workshop in Spetses, Greece, June 5 - 9, 1995 I MODA 4. Christos P. Kitsos; Werner G. Miiller (ed.).(Contributions to statistics) ISBN 978-3-7908-0864-3 ISBN 978-3-662-12516-8 (eBook) DOI 10.1007/978-3-662-12516-8

NE: Kitsos, Christos P. [Hrsg.]; MODA This work is subject to copyright. AII rights are reserved, whether the whole or part ofthe material is concerned, specifically the rights oftranslation, reprinting, reuse ofillustrations, recitation, broadcasting, reproduction on microfilms or in other ways, and storage in data banks. Duplication ofthis publication or parts thereofis only permitted under the provisions ofthe German Copyright Law ofSeptember 9,1965, in its version of1une 24,1985, and a copyright fee must always be paid. Violations fali under the prosecution act ofthe German Copyright Law. © Springer-Verlag Berlin Heidelberg 1995 Originally published by Physica-Verlag Heidelberg in 1995 The use of registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. 88/2202-543210 - Printed on acid-free paper

PREFACE This volume is the proceedings of the 4th International Workshop on Model-Oriented Data Analysis. This series of events originated in 1987 at a meeting in Eisenach, that successfully brought together scientists from numerous countries of the 'East ' and 'West'. Now that this distinction is obsolete dialogue has been greatly facilitated, providing opportunities for this dialogue, however, is as vital as ever. The present meeting at Spetses, Greece from 5th to 9th of June 1995 again assembles statisticians from all over th