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Regression with high breakdown point
Víšek, Jan Ámos
The paper discusses in details various aspects of the point estimation, classic paradigm, Hampel's program and new paradigm, including reliability of algorithm and its implementation, the role of accompanying procedures and of heuristics. A spaecial attention is paid to the high breakdown point estimation, corresponding prejudices and misleading ideas. It reports theoretical results as well as practical consequences, describes a reliable algorithm for evaluation of the least squares. Case study included.
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Statistical models and analysis of cumulated damage processes
Volf, Petr
The contribution deals with a stochastic process which cumulates random increments at random moments. We derive its martingale - compensator decomposition and then we propose the estimator of characteristics of distribution of increments. An application deals with the process of growing damage of a technical device leading to a break of device when cumulated damage exceeds a certain level. We also discuss the problem of prediction of the cumulative process behaviour.
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