书目名称 | Multivariate Nonparametric Methods with R |
副标题 | An approach based on |
编辑 | Hannu Oja |
视频video | |
概述 | Offers an up-to-date review of of the theory of multivariate.nonparametric methods based on spatial signs and ranks.Provides concise and self-contained treatment of the theory.Examples accompanied by |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | This book offersa new, fairly efficient, and robust alternative to analyzing multivariate data. The analysis of data based on multivariate spatial signs and ranks proceeds very much as does a traditional multivariate analysis relying on the assumption of multivariate normality; the regular L2norm is just replaced by different L1 norms, observation vectors are replaced by spatial signs and ranks, and so on.A unified methodologystartingwith the simple one-sample multivariate location problem and proceeding to the general multivariate multiple linear regression case is presented. Companion estimates andtests for scatter matricesare considered as well. The Rpackage MNM isavailable for computation of the procedures.This monograph provides an up-to-date overview of the theoryof multivariatenonparametric methods based on spatial signs and ranks. The classicalbook by Puri and Sen (1971) usesmarginal signs and ranks and different type of L1 norm. The book may serve as a textbook and a general reference for the latest developments in the area. Readers are assumed to have a goodknowledge of basic statistical theory as well asmatrix theory.Hannu Oja is an academy professor and a professor in b |
出版日期 | Book 2010 |
关键词 | Median; STATISTICA; linear regression; multivariate analysis; multivariate linear regression; scatter mat |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4419-0468-3 |
isbn_softcover | 978-1-4419-0467-6 |
isbn_ebook | 978-1-4419-0468-3Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer Science+Business Media, LLC 2010 |