1. Preface

   Pages: 1 - 2

2. An exchange algorithm for computing the least quartile difference estimator

   • J. Agulló

   Pages: 3 - 16

3. Quantile models and estimators for data analysis

   • Gilbert W. Bassett Jr.
   • Mo-Yin S. Tam
   • Keith Knight

   Pages: 17 - 26

4. Estimation in the generalized Poisson model via robust testing

   • Tadeusz Bednarski

   Pages: 27 - 36

5. Algorithms to compute CM- and S-estimates for regression

   • O. Arslan
   • O. Edlund
   • H. Ekblom

   Pages: 37 - 51

6. Robustness issues regarding content-corrected tolerance limits

   • Luisa Turrin Fernholz

   Pages: 53 - 66

7. On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

   • Xuming He
   • Mi-Ok Kim

   Pages: 67 - 74

8. Asymptotic distributions of some scale estimators in nonlinear models

   • Hira L. Koul

   Pages: 75 - 90

9. Optimal weights of evidence with bounded influence

   • Stephan Morgenthaler
   • Robert Staudte

   Pages: 91 - 97

10. Robust estimators for estimating discontinuous functions

    • Christine H. Müller

    Pages: 99 - 109

11. Small sample corrections for LTS and MCD

    • G. Pison
    • S. Van Aelst
    • G. Willems

    Pages: 111 - 123

12. A robust Hotelling test

    • G. Willems
    • G. Pison
    • S. Van Aelst

    Pages: 125 - 138

13. Robust portfolio optimization

    • G. J. Lauprete
    • A. M. Samarov
    • R. E. Welsch

    Pages: 139 - 149