Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja)
Depth Statistics (Karl Mosler)
Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix)
High-Breakdown Estimators of Multivariate Location and Scatter (Peter Rousseeuw and Mia Hubert)
Upper and Lower Bounds for Breakdown Points (Christine H. Müller)
The Concept of α-outliers in Structured Data Situations (Sonja Kuhnt and André Rehage)
Multivariate OutlierIidentification Based on Robust Estimators of Location and Scatter (Claudia Becker, Steffen Liebscher and Thomas Kirschstein)
Robustness for Compositional Data (Peter Filzmoser and Karel Hron)
Part II Regression and Time Series Analysis: Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (Holger Dette and Jens Wagener)
Bayesian Smoothing, Shrinkage and Variable Selection in Hazard Regression (Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib)
Robust Change Point Analysis (Marie Hušková)
Robust Signal Extraction From Time Series in Real Time (Matthias Borowski, Roland Fried and Michael Imhoff)
Robustness in Time Series: Robust Frequency Domain Analysis (Bernhard Spangl and Rudolf Dutter)
Robustness in Statistical Forecasting (Yuriy Kharin)
Finding Outliers in Linear and Nonlinear Time Series (Pedro Galeano and Daniel Peña)
Part III Complex Data Structures: Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods (Andreas Christmann, Matías Salibián-Barrera and Stefan Van Aels)
Some Machine Learning Approaches to the Analysis of Temporal Data (Katharina Morik)
Correlation, Tail Dependence and Diversification (Dietmar Pfeifer)
Evidence for Alternative Hypotheses (Stephan Morgenthaler and Robert G. Staudte)
Concepts and a Case Study for a Flexible Class of Graphical Markov Models (NannyWermuth and David R. Cox)
Data Mining in Pharmacoepidemiological Databases (Marc Suling, Robert Weber and Iris Pigeot)
Meta-Analysis of Trials with Binary Outcomes (JürgenWellmann)
Part I Univariate and Multivariate Robust Methods: Multivariate Median (Hannu Oja)
Depth Statistics (Karl Mosler)
Multivariate Extremes: A Conditional Quantile Approach (Marie-Françoise Barme-Delcroix)
Part I Statistical Science: The Non-Mathematical Side of Statistics (João A. Branco)
Outliers: The Strength of Minors (Fernando Rosado)
Resampling Methodologies in the Field of Statistics of Univariate Extremes (M. Ivette Gomes)
Robust Functional Principal Component Analysis (Juan Lucas Bali and Graciela Boente)
Testing the Maximum by the Mean in Quantitative Group (João Paulo Martins, Rui Santos and Ricardo Sousa)
Testing Serial Correlation Using the Gauss-Newton Regression (Efigénio Rebelo, Patrícia Oom do Valle and Rui Nunes)
Part II Probability and Stochastic Processes: Cantor Sets with Random Repair (M. Fátima Brilhante, Dinis Pestana and M. Luísa Rocha)
Nearest Neighbor Connectivity in Two-Dimensional Multihop MANETs (Gonçalo Jacinto, Nelson Antunes and António Pacheco)
Modeling Human Population Death Rates: A Bi-dimensional Stochastic Gompertz Model with Correlated Wiener Processes (Sandra Lagarto and Carlos A. Braumann)
Consequences of an Incorrect Model Specification on Population Growth (Clara Carlos and Carlos A. Braumann)
Individual Growth in a Random Environment: an Optimization Problem (Patrícia A. Filipe, Carlos A. Braumann, Clara Carlos and Carlos J. Roquete)
Valuation of Bond Options under the CIR Model: Some Computational Remarks (Manuela Larguinho, José Carlos Dias, and Carlos A. Braumann)
Part III Extremes: A Semi-Parametric Estimator of a Shape Second Order Parameter (Frederico Caeiro and M. Ivette Gomes)
Peaks over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index (L. Henriques-Rodrigues and M. Ivette Gomes)
Extremal Quantiles, Value-at-Risk, quasi-PORT and DPOT (P. Araújo Santos and M.I. Fraga Alves)
The MOP EVI-Estimator Revisited (M. Fátima Brilhante, M. Ivette Gomes and Dinis Pestana)
Tail Dependence of a Pareto Process (Marta Ferreira)
Application of the Theory of Extremes to the Study of Precipitation in Madeira Island: Statistical Choice of Extreme Domains of Attraction (Délia Gouveia, Luiz Guerreiro Lopes and Sandra Mendonça)
The Traveling Salesman Problem and the Gnedenko Theorem (Tiago Salvador and Manuel Cabral Morais)
Part IV Statistical Applications: Brugada Syndrome Diagnosis – Three Approaches to Combining Diagnostic Markers (Carla Henriques, Ana Cristina Matos, and Luís Ferreira dos Santos)
Hierarchical Normal Mixture Model to Analyse HIV/AIDS LOS (Sara Simões Dias, Valeska Andreozzi and Maria Oliveira Martins)
Volatility and Returns of the Main Stock Indices (Thelma Sáfadi and Airlane P. Alencar)
Fires in Portugal (Isabel Natário, M. Manuela Oliveira and Susete Marques)
Forecast Intervals with Boot. EXPOS (Clara Cordeiro and M. Manuela Neves)
Table-graph: a New Approach to Visualize Multivariate Data. Analysis of Chronic Diseases in Portugal (Alexandra Pinto)
Application of Item Response Theory to Mathematics High School Exams in Portugal (Gonçalo Jacinto, Paulo Infante and Claudia Pereira)
Evora Residents and Sports Activity (Luísa Carvalho, Paulo Infante and Anabela Afonso)
Part I Statistical Science: The Non-Mathematical Side of Statistics (João A. Branco)
Outliers: The Strength of Minors (Fernando Rosado)
Resampling Methodologies in the Field of Statistics of Univariate Extremes (M. Ivette Gomes)
István Berkes and Robert Tichy: Lacunary Series and Stable Distributions
Gérard Biau and David M. Mason: High-Dimensional p-Norms
Denis Bosq: Estimating and Detecting Jumps – Applications to D[0,1]-valued Linear Processes
Maëva Biret, Michel Broniatowski and Zansheng Cao: A Sharp Abelian Theorem for the Laplace Transform
Endre Csáki and Miklós Csörgő: On Bahadur-Kiefer Type Processes for Sums and Renewals in Dependent Cases
El hadji Deme, Stéphane Girard, and Armelle Guillou: Reduced-bias Estimator of the Conditional Tail Expectation of Heavy-tailed Distributions
Erich Haeusler and Stefan Horni: On Sequential Empirical Distribution Functions for Random Variables with Mean Zero
Marc Hallin, Ramon van den Akker, and Bas J.M. Werker: On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result
Michel Harel, Jean-François Lenain and Joseph Ngatchou-Wandji: Asymptotic Normality of Binned Kernel Density Estimators for Non-Stationary Dependent Random Variables
Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev: Approximation of a Random Process with Variable Smoothness
Gennady Martynov: A Cramér-von Mises Test for Gaussian Processes
Ya. Yu. Nikitin and M. Ahsanullah: New U-empirical Tests of Symmetry Based on Extremal Order Statistics, and Their Efficiencies
Davy Paindaveine and Thomas Verdebout: Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere
Dominic Lauterbach and Dietmar Pfeifer: Some Extensions of Singular Mixture Copulas
Adrian E. Raftery: Paul Deheuvels – Mentor, Advocate for Statistics, and Applied Statistician
Paul Doukhan, Oleg I. Klesov, and Josef G. Steinebach: Strong Laws of Large Numbers in an Fα-scheme
Ju-Yi Yen and Marc Yor: On Two Results of P. Deheuvels
Ju-Yi Yen and Marc Yor: Some Topics in Probability Theory
István Berkes and Robert Tichy: Lacunary Series and Stable Distributions
Gérard Biau and David M. Mason: High-Dimensional p-Norms
Denis Bosq: Estimating and Detecting Jumps – Applications to D[0,1]-valued Linear Processes
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