Bias Behavior of the Minimum Volume Ellipsoid Estimate -- A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight -- Robust Strategies for Quantitative Investment Management -- An Adaptive Algorithm for Quantile Regression -- On Properties of Support Vector Machines for Pattern Recognition in Finite Samples -- Smoothed Local L-Estimation With an Application -- Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data -- Generalized d-fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator with Application -- On Robustness to Outliers of Parametric L2 Estimate Criterion in the Case of Bivariate Normal Mixtures: a Simulation Study -- Robust PCR and Robust PLSR: a Comparative Study -- Analytic Estimator Densities for Common Parameters under Misspecified Models -- Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis -- Estimates of the Tail Index Based on Nonparametric Tests -- On Mardia's Tests of Multinormality -- Robustness in Sequential Discrimination of Markov Chains under "Contamination" -- Robust Box-Cox Transformations for Simple Regression -- Consistency of the Least Weighted Squares Regression Estimator -- Algorithms for Robust Model Selection in Linear Regression -- Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator -- Visualizing 1D Regression -- Robust Redundancy Analysis by Alternating Regression -- Robust ML-estimation of the Transmitter Location -- A Family of Scale Estimators by Means of Trimming -- Robust Efficient Method of Moments Estimation -- Computational Geometry and Statistical Depth Measures -- Partial Mixture Estimation and Outlier Detection in Data and Regression -- Robust Fitting Using Mean Shift: Applications in Computer Vision -- Testing the Equality of Location Parameters for Skewed Distributions Using S1 with High Breakdown Robust Scale Estimators -- Rank Scores Tests of Multivariate Independence -- The Influence of a Stochastic Interest Rate on the n-fold Compound Option -- Robust Estimations for Multivariate Sinh-1-Normal Distribution -- A Robust Estimator of the Tail Index Based on an Exponential Regression Model -- Robust Processing of Mechanical Vibration Measurements -- Quadratic Mixed Integer Programming Models in Minimax Robust Regression Estimators.