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Robust Multivariate Analysis
David J. Olive (Broschiert, Englisch)
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Beschreibung
This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given. The text develops among the first practical robust regression and robust multivariate location and… dispersion estimators backed by theory. The robust techniques are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis. A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with outliers. Many R programs and R data sets are available on the author’s website. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
23.05.2018
Sprache
Englisch
EAN
9783319885711
Herausgeber
Springer International Publishing
Sonderedition
Nein
Autor
David J. Olive
Seitenanzahl
501
Einbandart
Broschiert
Autorenporträt
David Olive is a Professor at Southern Illinois University, Carbondale, IL, USA. His research interests include the development of computationally practical robust multivariate location and dispersion estimators, robust multiple linear regression estimators, and resistant dimension reduction estimators.
Schlagwörter
Robust Statistics, Prediction Region, Bootstrap Confidence Region, Multivariate Regression, Principal Component Analysis, Canonical Correlation Analysis, Discriminant Analysis, MANOVA
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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