Multivariate Nonparametric Methods with R

Name: Multivariate Nonparametric Methods with R
Brand: Springer-Verlag New York Inc.
SKU: 9781441904676
Price: 2567 CZK
Availability: InStock

Autor: Hannu Oja

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele v malém množství

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2 567 Kč

This book offers a new, fairly efficient, and robust alternative to analyzing multivariate data. The...

Informace o knize

Autor

Hannu Oja

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

234

EAN

9781441904676

ISBN

1441904670

Enbook ID

04403534

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

790

Rozměry

171 x 14 x 236

Kompletní popis

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.

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Multivariate Nonparametric Methods with R

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