Multivariate Nonparametric Methods with R An approach based on spatial signs and ranks /

• Main Author: Oja, Hannu (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Lecture Notes in Statistics, 199
• Subjects: Mathematics.; Computer simulation.; Biometrics (Biology).; Probabilities.; Statistics.; Econometrics.; Probability Theory and Stochastic Processes.; Simulation and Modeling.; Statistical Theory and Methods.; Biometrics.; Statistics for Life Sciences, Medicine, Health Sciences.

This book offers a 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 L2 norm...

Table of Contents:

• 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.