Robust nonparametric statistical methods
著者
書誌事項
Robust nonparametric statistical methods
（Kendall's library of statistics, 5）
Arnold , John Wiley & Sons, c1998
- : Arnold
- : Wiley
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注記
Includes bibliographical references (p. [441]-455) and indexes
内容説明・目次
- 巻冊次
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: Arnold ISBN 9780340549377
内容説明
Traditional statistical procedures are widely used because they offer the user a unified methodology with which to attack a multitude of problems, from simple location problems to highly complex experimental designs. These procedures are based on least squares fitting, but can be easily impaired by outlying observations. Indeed one outlying observation is enough to spoil the least squares fit, its associated diagnostics and inference procedures. Even though traditional inference methods are exact when the errors in the model follow a Normal distribution, they can be quite inefficient when the distribution of the errors has longer tails than the Normal distribution. This book offers an alternative, based on ranks of the data, to the least squares approach. Topics include one- and two-sample location models, linear models (including multiple regression and designed experiments), and multivariate models. Rank tests and estimates for all models are developed, including bounded influence and high breakdown methods. Emphasis is on efficiency and robustness and all methods are illustrated on data sets.
目次
- Sample problems
- linear models
- experimental designs
- bounded influence and high breakdown methods
- multivariate
- asymptotic results.
- 巻冊次
-
: Wiley ISBN 9780471194798
内容説明
An alternative to the least squares approach, based on ranks of the data. This book discusses one and two sample location models, linear models (including multiple regression and designed experiments), and multivariate models. It develops rank test and estimates for all models, including bounded influence and high breakdown methods. It emphasizes efficiency and robustness and illustrates all methods on data sets.A complete development of statistical procedures based on ranks and signs for simple location through linear models.
-- Covers application of methods as well as theoretical development.
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