文件名称：多变量非参数方法与R
文件大小：1.56MB
文件格式：PDF
更新时间：2016-01-12 08:41:40
Multivariate R
Multivariate Nonparametric Methods with R: An Approach Based on Spatial Signs and Ranks 多变量非参数方法与R 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.