1 Prologue -- 1.1 Introduction -- 1.2 Adaptive Combination of Estimators -- 1.3 Notes -- 2 Regression Methods -- 2.1 Introduction -- 2.2 LS Regression -- 2.3 Ridge Regression -- 2.4 LAD Regression -- 2.5 M-Regression -- 2.6 L-Regression -- 2.7 Other Regression Estimators -- 2.8 Estimators of Scale Parameter -- 2.9 Notes -- 3 Adaptive LAD + LS Regression -- 3.1 Introduction -- 3.2 Convex Combination of LAD and LS Regressions -- 3.3 Adaptive Combination of LAD and LS Regressions -- 3.4 Illustrative Examples -- 3.5 Notes -- 4 Adaptive LAD + TLS Regression -- 4.1 Introduction -- 4.2 Adaptive Combination of LAD and Trimmed LS -- 4.3 An Example of Multiple Regression -- 4.4 Notes -- 5 Adaptive LAD + M-Regression -- 5.1 Introduction -- 5.2 Combination of LAD and M-Estimators -- 5.3 Adaptive Combination of LAD and M-Estimators -- 5.4 An Example of Multiple Regression -- 5.5 Notes -- 6 Adaptive LS + TLS Regression -- 6.1 Introduction -- 6.2 Adaptive Combination of Mean and Trimmed Mean -- 6.3 Adaptive Combination of LS and TLS Regressions -- 6.4 Example of Multiple Regression -- 6.5 Notes -- 7 Adaptive Choice of Trimming -- 7.1 Introduction -- 7.2 Fully Adaptive Trimmed Mean and TLS -- 7.3 Adaptive Choice for fhe Trimmed Mean -- 7.4 Adaptive Choice in Linear Model Based on Ranks -- 7.5 Adaptive Choice in Linear Model Based on Regression Rank Scores -- 7.6 Notes -- 8 Adaptive Combination of Tests -- 8.1 Introduction -- 8.2 Types of Tests -- 8.3 Adaptive Combination of F-Test and Median-Type Test -- 8.4 Adaptive Combination of M-Test and Median-Type Test -- 8.5 Notes -- 9 Computational Aspects -- 9.1 Introduction -- 9.2 Computing the Adaptive Combination of LS and LAD -- 9.3 Program ADAPTIVE -- 10 Some Asymptotic Results -- 10.1 Asymptotic Properties of Studentized M-Estimators -- 10.2 Uniform Asymptotic Linearity of M-Statistics -- 10.3 Estimators of Scale Parameter -- 10.4 Optimal Choice of ?n -- 11 Epilogue -- References -- Author Index.