Hannu Oja

Multivariate Nonparametric Methods with R (eBook, PDF)

An approach based on spatial signs and ranks

• Format: PDF

Produktdetails

• Verlag: Springer New York
• Erscheinungstermin: 25. März 2010
• Englisch
• ISBN-13: 9781441904683
• Artikelnr.: 37360018

Inhaltsangabe

Multivariate location and scatter models.- Location and scatter functionals and sample statistics.- Multivariate signs and ranks.- One-sample problem: Hotelling’s T2-test.- One-sample problem: Spatial sign test and spatial median.- One-sample problem: Spatial signed-rank test and Hodges-Lehmann estimate.- One-sample problem: Comparisons of tests and estimates.- One-sample problem: Inference for shape.- Multivariate tests of independence.- Several-sample location problem.- Randomized blocks.- Multivariate linear regression.- Analysis of cluster-correlated data.

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Multivariate location and scatter models.- Location and scatter functionals and sample statistics.- Multivariate signs and ranks.- One-sample problem: Hotelling's T2-test.- One-sample problem: Spatial sign test and spatial median.- One-sample problem: Spatial signed-rank test and Hodges-Lehmann estimate.- One-sample problem: Comparisons of tests and estimates.- One-sample problem: Inference for shape.- Multivariate tests of independence.- Several-sample location problem.- Randomized blocks.- Multivariate linear regression.- Analysis of cluster-correlated data.

Rezensionen

From the reviews:

"This monograph, part of the Lecture Notes in Statistics series, provides a complete overview of multivariate analysis methods based on spatial signs and ranks. It covers a wide range of topics in classical multivariate analysis and presents some deep theoretical results. ... It may serve as 'a general reference for the latest developments in the area.' ... In summary, Multivariate Nonparametric Methods With R is a good reference book for the area of multivariate nonparametric methods based on spatial signs and ranks ... ." (Gang Shen, Journal of the American Statistical Association, Vol. 106 (496), December, 2011)

"This book provides an overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. ... In most chapters, the theory and methods are illustrated with examples. Furthermore, the R package MNM is available for computation of the procedures, and the code for the analysis of example data set is also provided in the text." (Elvan Ceyhan, Mathematical Reviews, Issue 2011 g)