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Foreword; Preface; Acknowledgements; Contents; Contributors; Part I Remarks About Hannu Oja's Career and Publications; 1 When We Were Very Young: Some Recollections from Hannu Oja's First Years of Academic Life; 2 Publication and Coauthorship Networks of Hannu Oja; 2.1 Introduction; 2.2 The Coauthor Network Created by Hannu Oja's Publications; 2.3 Extended Statistical Network; Appendices; A.1 Publications of Hannu Oja; A.2 R Packages of Hannu Oja; A.3; References; Part II Univariate Nonparametric and Robust Methods; 3 Approximate U-Statistics for State Waiting Times Under Right Censoring.
3.1 Introduction3.2 IPCW U-statistics for Right Censored Waiting Times; 3.2.1 Random Right Censoring; 3.2.2 Dependent Censoring; 3.3 Simulation Study; 3.4 Extensions; 3.4.1 K-sample Approximate U-statistics for Right Censored Waiting Times; 3.4.2 Approximate Marginal U-statistics for Clustered Waiting Times; 3.5 An Application to SCI Data; 3.6 Discussion; References; 4 Nonparametric Location Estimators in the Randomized Complete Block Design; 4.1 Introduction; 4.2 Theoretical Results; 4.2.1 Mean of the Median of Pairwise Differences; 4.2.2 Median of Blockwise Differences; 4.3 Simulations.
4.4 Confidence Intervals4.5 Conclusions; References; 5 Permutation Tests in Linear Regression ; 5.1 Introduction; 5.2 Exact Permutation Tests; 5.3 Approximate Permutation Tests; 5.4 Applications; 5.4.1 Additional Predictors; 5.4.2 Heteroscedasticity; 5.4.3 Autocorrelation; 5.4.4 Change-Point Problem; 5.4.5 Constancy of Linear Trend; 5.4.6 Conclusions; 5.5 Proofs and Auxiliary Results; References; 6 Highly Robust and Highly Finite Sample Efficient Estimators for the Linear Model; 6.1 Introduction; 6.2 S-Estimators and MM-Estimators; 6.2.1 M-Estimates of Scale and S-Estimators.
6.2.2 MM-Estimators6.3 BRS-Estimators; 6.4 Simulations; 6.4.1 Efficiency; 6.4.2 Robustness; 6.4.3 Real Data; 6.5 Conclusions; References; 7 Optimal Rank Tests for Symmetry Against Edgeworth-Type Alternatives; 7.1 Introduction; 7.2 A Class of Locally Asymptotically Normal Families of Asymmetric Distributions; 7.2.1 Families of Asymmetric Densities Based on Edgeworth Approximations; 7.2.2 Uniform Local Asymptotic Normality; 7.2.3 Signed-Rank Versions of the Central Sequence; 7.3 Rank-Based Tests for Symmetry; 7.3.1 Optimal Signed-Rank Tests of Symmetry: Specified Location.
7.3.2 Optimal Signed-Rank Tests of Symmetry: Unspecified Location7.3.3 The van der Waerden, Wilcoxon, and Laplace Tests of Symmetry; 7.3.4 Asymptotic Relative Efficiencies; 7.4 Estimation of Cross-Information Quantities; 7.4.1 Consistent Estimation of I(f1, g1) and J(f1, g1); 7.4.2 Practical Implementation; References; 8 Generalized MM-Tests for Symmetry; 8.1 Introduction; 8.2 M-Estimators of Location; 8.3 Locally Asymmetric Distributions; 8.4 Generalized MM-Tests for Symmetry; 8.5 Tuning the Generalized MM-Tests; 8.6 Comparisons with Other Tests of Symmetry; 8.7 Extensions; References.
3.1 Introduction3.2 IPCW U-statistics for Right Censored Waiting Times; 3.2.1 Random Right Censoring; 3.2.2 Dependent Censoring; 3.3 Simulation Study; 3.4 Extensions; 3.4.1 K-sample Approximate U-statistics for Right Censored Waiting Times; 3.4.2 Approximate Marginal U-statistics for Clustered Waiting Times; 3.5 An Application to SCI Data; 3.6 Discussion; References; 4 Nonparametric Location Estimators in the Randomized Complete Block Design; 4.1 Introduction; 4.2 Theoretical Results; 4.2.1 Mean of the Median of Pairwise Differences; 4.2.2 Median of Blockwise Differences; 4.3 Simulations.
4.4 Confidence Intervals4.5 Conclusions; References; 5 Permutation Tests in Linear Regression ; 5.1 Introduction; 5.2 Exact Permutation Tests; 5.3 Approximate Permutation Tests; 5.4 Applications; 5.4.1 Additional Predictors; 5.4.2 Heteroscedasticity; 5.4.3 Autocorrelation; 5.4.4 Change-Point Problem; 5.4.5 Constancy of Linear Trend; 5.4.6 Conclusions; 5.5 Proofs and Auxiliary Results; References; 6 Highly Robust and Highly Finite Sample Efficient Estimators for the Linear Model; 6.1 Introduction; 6.2 S-Estimators and MM-Estimators; 6.2.1 M-Estimates of Scale and S-Estimators.
6.2.2 MM-Estimators6.3 BRS-Estimators; 6.4 Simulations; 6.4.1 Efficiency; 6.4.2 Robustness; 6.4.3 Real Data; 6.5 Conclusions; References; 7 Optimal Rank Tests for Symmetry Against Edgeworth-Type Alternatives; 7.1 Introduction; 7.2 A Class of Locally Asymptotically Normal Families of Asymmetric Distributions; 7.2.1 Families of Asymmetric Densities Based on Edgeworth Approximations; 7.2.2 Uniform Local Asymptotic Normality; 7.2.3 Signed-Rank Versions of the Central Sequence; 7.3 Rank-Based Tests for Symmetry; 7.3.1 Optimal Signed-Rank Tests of Symmetry: Specified Location.
7.3.2 Optimal Signed-Rank Tests of Symmetry: Unspecified Location7.3.3 The van der Waerden, Wilcoxon, and Laplace Tests of Symmetry; 7.3.4 Asymptotic Relative Efficiencies; 7.4 Estimation of Cross-Information Quantities; 7.4.1 Consistent Estimation of I(f1, g1) and J(f1, g1); 7.4.2 Practical Implementation; References; 8 Generalized MM-Tests for Symmetry; 8.1 Introduction; 8.2 M-Estimators of Location; 8.3 Locally Asymmetric Distributions; 8.4 Generalized MM-Tests for Symmetry; 8.5 Tuning the Generalized MM-Tests; 8.6 Comparisons with Other Tests of Symmetry; 8.7 Extensions; References.