Multivariate Nonparametric Methods with R: An Approach Based on Spatial Signs and Ranks

Hannu Oja, "Multivariate Nonparametric Methods with R: An Approach Based on Spatial Signs and Ranks"

Springer | 2010 | ISBN: 1441904670 | 232 pages | PDF | 1,5 MB

This book introduces a new way to analyze 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

L2 norm is just replaced by different L1 norms, observation vectors are replaced by

their (standardized and centered) spatial signs and ranks, and so on. Themethods are

fairly efficient and robust, and no moment assumptions are needed. A unified theory

starting with the simple one-sample location problem and proceeding through

the several-sample location problems to the general multivariate linear regression

model and finally to the analysis of cluster-dependent data is presented.

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