A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are...

This essay considers decision-theoretic foundations for robust Bayesian statistics. We modify the approach of Ramsey, de Finetti, Savage and Anscombe and Aumann in giving axioms for a theory of robust preferences. We establish that preferences which satisfy axioms for robust preferences can be...

Power and effect size analysis are important methods in the psychological sciences. It is well known that classical statistical tests are not robust with respect to power and type II error. However, relatively little attention has been paid in the psychological literature to the effect that...

Due to increasing interest in sustainable development, today s engineer is often tasked with designing systems that are environmentally benign over their entire life cycles. Unfortunately, environmental assessments commonly suffer from significant uncertainty due to lack of information,...

Increasingly often, problems in modern medicine, quantitative finance, or social-networking involve tens of thousands of variables that interact with each other and jointly evolve over time. The states of these variables may correspond to the phenotype of a particular individual, the price of a...

This dissertation consists of two distinct lines of research e orts. Chapter 2 proposes a general methodology to seek robust solution to multi-stage stochastic optimization problems. Chapters 3, 4 and 5 all deal with models that arise from inventory management and dynamic pricing. Chapter 2...

Revenue management (RM) problems with full probabilistic information are well studied. However, as RM practice spreads to new businesses and industries, there are more and more applications where no or only limited information is available. In that respect, it is highly desirable to develop...

Nitrate pollution from agriculture is an important environmental problem, caused bythe excessive use of inorganic fertilizers. The internalization of this externality, via a tax onmineral nitrogen, could lead to a second best solution, reducing nitrate emissions. Severalauthors suggest that a...

We analyze the current state and future requirements of an agricultural income stabilization mechanism in a transition country – namely, the crop insurance system in Kazakhstan. Three objectives will be pursued: First, factors influencing the development of the crop insurance market will be...

A mathematical programming model is developed and associated to a spatial pattern index (Ripley L function) to analyse the optimal reserve design and implementation for the Little Bustard conservation in Plaine de Niort. The model structure corresponds to three spatial levels, fields, farm and...