Abstract It has previously been shown that ordinary least squares can be used to estimate the coefficients of single-index model under only mild conditions. However, estimator is non-robust leading poor estimates for some models. In this paper we propose a new sliced least-squares utilizes ideas from Sliced Inverse Regression. Slices with problematic observations contribute high variability in ...

Verrall (1996) and England & Verrall (2001) first considered the use of smoothing methods in the context of claims reserving. They applied two smoothing procedures in a likelihood-based way, namely the locally weighted regression smoother (‘loess’) and the cubic smoothing spline smoother. Using the statistical methodology of semiparametric regression and its connection with mixed models (see e....

In recent years, a growing need has arisen in different fields for the development of computational systems for automated analysis of large amounts of data (high-throughput). Dealing with nonstandard noise structure and outliers, that could have been detected and corrected in manual analysis, must now be built into the system with the aid of robust methods. We discuss such problems and present ...

Of all the graphic forms used today, the scatterplot is arguably the most versatile, polymorphic, and generally useful invention in the history of statistical graphics. Its use by Galton led to the discovery of correlation and regression, and ultimately to much of present multivariate statistics. So, it is perhaps surprising that there is no one widely credited with the invention of this idea. ...