Name: multivariate nonparametric methods with r (en Inglés)
Price: 182480.00 CLP
Availability: InStock
Author: oja
ISBN: 9781441904676

portada multivariate nonparametric methods with r (en Inglés)

Formato

Libro Físico

Editorial

springer publishing map

Autor

oja

Idioma

Inglés

N° páginas

232

ISBN

1441904670

ISBN13

9781441904676

Categorías

Econometría

multivariate nonparametric methods with r (en Inglés)

Oja (Autor) · springer publishing map · Libro Físico

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Reseña del libro "multivariate nonparametric methods with r (en Inglés)"

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 is just replaced by different l1 norms, observation vectors are replaced by spatial signs and ranks, and so on. a unified methodology starting with the simple one-sample multivariate location problem and proceeding to the general multivariate multiple linear regression case is presented. companion estimates and tests for scatter matrices are considered as well. the r package mnm is available for computation of the procedures. this monograph provides an up-to-date overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. the classical book by puri and sen (1971) uses marginal 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 good knowledge of basic statistical theory as well as matrix theory.