L 1 -Statistical Analysis and Related Methods.

Prologue. Thoughts on Real Data and Statistics (Y. Dodge). Some Statistical Tools for the Analysis of Complex Molecular Spectra (A.F. Ruckstuhl). Estimation, Testing and Property Characterization. The Gauss Markov Property for the Median (G.W. Basset, Jr.,). A Class of Estimators Based on Adaptative Convex Combinations of Two Estimation Procedures (Y. Dodge, J. Jureckova). Robustness of L1 Regression in the Light of Linear Programming (J. Dupacova). A Linear Model with a Pseudoisotropic Distribution of Errors (S. Kotz, Y.G. Kuritsyn). L1-Estimation and Testing in Conditionally Contaminated Linear Models (C.H. Muller). Explicit Scale Estimators with High Breakdown Point (P.J. Rousseeuw, C. Croux). M-Type Tests in Linear Models: Some Comments on Studentizing, and a Small Simulation (W.A. Stahel, P. Hartmann). High Breakdown Estimators in Nonlinear Regression (A. Stromberg). Graphical Analysis. Regression Plotting Based on Quadratic Predictors (R.D. Cook). The Notion of Sphericity for Finite L1-Figures of Data Analysis (B. Fichet). The Interpretation of Residuals Based on L1 Estimation (S.J. Sheather, J.W. McKean). Graphical Methods for Model Comparison (S. Weisberg). Nonparametric Estimation in Linear Models. Generalized Regression Quantiles: Forming a Useful Toolkit for Robust Linear Regression (P. Chaudhuri). Efficient L-Estimators in Semiparametric Linear Heteroscedastic Models (C. Gutenbrunner). Bounded Influence and High Breakdown Point Regression with Linear Combinations of Order Statistics and Rank Statistics (S. Heiler). Nonparametric Estimation of Conditional Quantile Functions (R. Koenker, S. Portnoy, P. Ng). Time Series Analysis. Recursive Time Series Methods in L1-Norm (T. Cipra, M.R. Romera). Asymptotics of Boscovich-Type Parameter Estimates for Infinite Variance Autoregressive Processes (K. Knight). L1-Norm Estimation of Regression Models with Serially Dependent Error Terms (H. Nyquist). Multivariate Analysis. On Multivariate Notions of Sign and Rank (T.P. Hettmansperger, J. Nyblom, H. Oja). Data Depth and Multivariate Rank Tests (R.Y. Liu). A Two Sample Extension of the Multivariate Interdirection Sign Test (R.H. Randles). Computational Procedures. Generating Median Graphs from Boolean Matrices (H.-J. Bandelt). Computational Algorithms for Least Absolute Value Regression (T.E. Dielman). Algorithms for Non-Linear Lp Estimation (H. Ekblom, K. Madsen). The Geometrical Foundations of a Class of Estimation Procedures which Minimise Sums of Euclidean Distances and Related Quantities (R.W. Farebrother). Computing P-Values in Robust Inference: Location/Scale (C. Field). Testing Software for Robust Regression (J.E. Gentle, S.C. Narula, V.A. Sposito). A Continuation Method for Linear L1 Estimation (K. Madsen, H.B. Nielsen). The Calculation of the Oja Multivariate Median (A.O. Niinimaa). Distributions and Density Estimation.