The detection of a change from a constant level to a monotonically increasing (or decreasing) regression is of special interest for the detection of outbreaks of, for example, epidemics. A maximum likelihood ratio statistic for the sequential surveillance of an “outbreak” situation is...

RFreak is an R package providing a framework for evolutionary computation. By enwrapping the functionality of an evolutionary algorithm kit written in Java, it offers an easy way to do evolutionary computation in R. In addition, application examples where an evolutionary approach is promising in...

A drawback of robust statistical techniques is the increased computational effort often needed compared to non robust methods. Robust estimators possessing the exact fit property, for example, are NP-hard to compute. This means thatunder the widely believed assumption that the computational...

Robust multiple linear regression methods are valuable tools when underlying classical assumptions are not completely fulfilled. In this setting, robust methods ensure that the analysis is not significantly disturbed by any outlying observation. However, knowledge of these observations may be...

Finding a tube of small width that covers a certain percentage of the training data samples is a robust way to estimate a location: the values of the data samples falling outside the tube have no direct influence on the estimate. The well-known ν-tube Support Vector Regression (ν-SVR) is an...

It is known that the robit regression model for binary data is a robust alternative to the more popular probit and logistic models. The robit model is obtained by replacing the normal distribution in the probit regression model with the Student’s t distribution. Unlike the probit and logistic...

We tackle the problem of obtaining the consistency factors of robust S-estimators of location and scale both in regression and multivariate analysis. We provide theoretical results, proving new formulae for their calculation and shedding light on the relationship between these factors and...