Multivariate Nonparametric Methods with R - An approach based on spatial signs and ranks (Paperback, 2010 ed.)

This book introduces a new way to analyze multivariate data. The analysis of data based on multivariate spatial signs and ranks proceeds very much as does a tra- tional multivariate analysis relying on the assumption of multivariate normality: the L norm is just replaced by different L norms, observation vectors are replaced by 2 1 their(standardizedandcentered)spatial signsandranks, andso on.Themethodsare fairly ef?cient and robust, and no moment assumptions are needed. A uni?ed t- ory starting with the simple one-sample location problem and proceeding through the several-sample location problems to the general multivariate linear regression model and ?nally to the analysis of cluster-dependent data is presented. The material is divided into 14 chapters. Chapter 1 serves as a short introd- tion to the general ideas and strategies followed in the book. Chapter 2 introduces and discusses different types of parametric, nonparametric, and semiparametric s- tistical models used to analyze the multivariate data. Chapter 3 provides general descriptive tools to describe the properties of multivariate distributions and mul- variate datasets. Multivariate location and scatter functionals and statistics and their use is described in detail. Chapter 4 introduces the concepts of multivariate spatial sign, signed-rank, andrank, and shows their connectionto certain L objectivefunc- 1 tions. Also sign and rank covariance matrices are discussed carefully. The ?rst four chapters thus provide the necessary tools to understand the remaining part of the b

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Lecture Notes in Statistics, 199
Release date:	April 2010
First published:	2010
Authors:	Hannu Oja
Dimensions:	235 x 155 x 13mm (L x W x T)
Format:	Paperback
Pages:	234
Edition:	2010 ed.
ISBN-13:	978-1-4419-0467-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > Applications of computing > Pattern recognition Books > Computing & IT > Applications of computing > Computer modelling & simulation Books > Business & Economics > Economics > Econometrics > General
LSN:	1-4419-0467-0
Barcode:	9781441904676

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