International Conference on Robust Statistics 2017

Invited Sessions

Suggestions for Invited Sessions

The ICORS 2017 program will include a number of invited sessions. Invited sessions will be 90 minutes long and will consist of either three or four speakers (preferably three). Invited talks will be aligned with a succinct topic for that session. The Scientific Committee is interested in hearing from anyone who is interested in organizing and chairing such a session. Expressions of interest can be flagged by emailing the Chair of the Scientific Committee at

Organizer Yanyuan Ma: Robust considerations: extension and generalization
Sophia Su Envelope Quantile Regression
John Ormerod Robust Bayesian Hypothesis Testing
Michael Stewart On the interplay between semiparametric optimality and robustness
Organizer Stephane Herritier: Robust 2nd order (testing) procedures
John Robinson Nonparametric Tests for Multi-dimensional M-estimators
Davide La Vecchia Saddlepoint approximations in the frequency domain
Lorenzo Camponovo Relative error accurate statistics based on nonparametric likelihood
Organizer Suojin Wang: Revisiting some classical methods for robustness in challenging data settings
Haiyan Wang Bootstrap inference in high dimensional ANOVA with skewed data and small sample size
Suojin Wang Robustness and efficiency of quadratic inference function estimators
Organizer Yangxin Huang: Robust Statistical Methods on Joint Modeling of Longitudinal and Survival Data with Applications
Jiaqing Chen Bayesian quantile regression-based joint models for event time and longitudinal data with multiple features
Tingting Qin Hierarchical mixture models for longitudinal immunologic data with multiple features
Yangxin Huang A robust Bayesian approach on mixture joint models for skew-longitudinal and survival data
Organizer Graciela Boente: Robustness in models with Missing data, High dimensional and Functional data
Ricardo Maronna Robust functional principal components for irregularly spaced longitudinal data
Eva Cantoni Robust semi-parametric estimators
Ana M. Bianco Marginal estimation under a general regression model with missing responses and covariates
Stefan Van Aelst Robust high-dimensional principal component analysis and variable screening
Organizer Ruben Zamar: Robust Multivariate Models and Methods
Ruben Zamar Regression Phalanxes
Tasio del Barrio Robust clustering tools based on optimal transportation
Daniel Pena Cleaning A Large Set of Time Series for Common, Cluster and Specific Outliers
Peter Rousseeuw Detecting deviating data cells
Organizer Hannu Oja (Chair: Christophe Croux): Independent component analysis and related methods
Germain Van Bever Joint diagonalisation of scatter operators: Functional Fourth Order Blind Identification
Markus Matilainen Sliced Average Variance Estimation for Multivariate Time Series
Sara Taskinen Blind source separation based on robust autocovariance matrices


Last reviewed: 19 June, 2017