Robust Nonparametric Statistical Methods

2. Auflage 2010
ISBN: 978-1-4398-0908-2
Verlag: CRC Press

Buch, Englisch, 554 Seiten, Format (B × H): 183 mm x 260 mm, Gewicht: 1224 g

Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Presenting an extensive set of tools and methods for data analysis, Robust Nonparametric Statistical Methods, Second Edition covers univariate tests and estimates with extensions to linear models, multivariate models, times series models, experimental designs, and mixed models. It follows the approach of the first edition by developing rank-based methods from the unifying theme of geometry. This edition, however, includes more models and methods and significantly extends the possible analyses based on ranks.

New to the Second Edition

- A new section on rank procedures for nonlinear models

- A new chapter on models with dependent error structure, covering rank methods for mixed models, general estimating equations, and time series

- New material on the development of computationally efficient affine invariant/equivariant sign methods based on transform-retransform techniques in multivariate models

Taking a comprehensive, unified approach to statistical analysis, the book continues to describe one- and two-sample problems, the basic development of rank methods in the linear model, and fixed effects experimental designs. It also explores models with dependent error structure and multivariate models. The authors illustrate the implementation of the methods using many real-world examples and R. More information about the data sets and R packages can be found at www.crcpress.com

Zielgruppe

Researchers and graduate students in statistics.

Autoren/Hrsg.

Hettmansperger, Thomas P.

McKean, Joseph W.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik EDV | Informatik Business Application Mathematische & Statistische Software
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

One-Sample Problems. Two-Sample Problems. Linear Models. Experimental Designs: Fixed Effects. Models with Dependent Error Structure. Multivariate. Appendix. References. Index.

Über Autor(innen)

Thomas P. Hettmansperger is a professor emeritus of statistics at Penn State University. Dr. Hettmansperger is a fellow of the American Statistical Association and Institute of Mathematical Statistics and an elected member of the International Statistical Institute. His research interests span nonparametric statistics, robust methods, and mixture models.

Joseph W. McKean is a professor of statistics at Western Michigan University. His research interests include robust nonparametric procedures for linear, nonlinear, and mixed models and times series designs. A fellow of the American Statistical Association, Dr. McKean has developed highly efficient and high breakdown procedures.