Multivariate Nonparametric Methods with R

Multivariate Nonparametric Methods with R PDF Author: Hannu Oja
Publisher: Springer Science & Business Media
ISBN: 1441904689
Category : Mathematics
Languages : en
Pages : 239

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Book Description
This book offers a new, fairly efficient, and robust alternative to analyzing 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 regular L2 norm is just replaced by different L1 norms, observation vectors are replaced by spatial signs and ranks, and so on. A unified methodology starting with the simple one-sample multivariate location problem and proceeding to the general multivariate multiple linear regression case is presented. Companion estimates and tests for scatter matrices are considered as well. The R package MNM is available for computation of the procedures. This monograph provides an up-to-date overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. The classical book by Puri and Sen (1971) uses marginal signs and ranks and different type of L1 norm. The book may serve as a textbook and a general reference for the latest developments in the area. Readers are assumed to have a good knowledge of basic statistical theory as well as matrix theory. Hannu Oja is an academy professor and a professor in biometry in the University of Tampere. He has authored and coauthored numerous research articles in multivariate nonparametrical and robust methods as well as in biostatistics.

Multivariate Nonparametric Methods with R

Multivariate Nonparametric Methods with R PDF Author: Hannu Oja
Publisher: Springer Science & Business Media
ISBN: 1441904689
Category : Mathematics
Languages : en
Pages : 239

Get Book Here

Book Description
This book offers a new, fairly efficient, and robust alternative to analyzing 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 regular L2 norm is just replaced by different L1 norms, observation vectors are replaced by spatial signs and ranks, and so on. A unified methodology starting with the simple one-sample multivariate location problem and proceeding to the general multivariate multiple linear regression case is presented. Companion estimates and tests for scatter matrices are considered as well. The R package MNM is available for computation of the procedures. This monograph provides an up-to-date overview of the theory of multivariate nonparametric methods based on spatial signs and ranks. The classical book by Puri and Sen (1971) uses marginal signs and ranks and different type of L1 norm. The book may serve as a textbook and a general reference for the latest developments in the area. Readers are assumed to have a good knowledge of basic statistical theory as well as matrix theory. Hannu Oja is an academy professor and a professor in biometry in the University of Tampere. He has authored and coauthored numerous research articles in multivariate nonparametrical and robust methods as well as in biostatistics.

Multivariate Nonparametric Regression and Visualization

Multivariate Nonparametric Regression and Visualization PDF Author: Jussi Sakari Klemelä
Publisher: John Wiley & Sons
ISBN: 1118593502
Category : Mathematics
Languages : en
Pages : 317

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Book Description
A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generating mechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functions. Multivariate Nonparametric Regression and Visualization identifies risk management, portfolio selection, and option pricing as the main areas in which statistical methods may be implemented in quantitative finance. The book provides coverage of key statistical areas including linear methods, kernel methods, additive models and trees, boosting, support vector machines, and nearest neighbor methods. Exploring the additional applications of nonparametric and semiparametric methods, Multivariate Nonparametric Regression and Visualization features: An extensive appendix with R-package training material to encourage duplication and modification of the presented computations and research Multiple examples to demonstrate the applications in the field of finance Sections with formal definitions of the various applied methods for readers to utilize throughout the book Multivariate Nonparametric Regression and Visualization is an ideal textbook for upper-undergraduate and graduate-level courses on nonparametric function estimation, advanced topics in statistics, and quantitative finance. The book is also an excellent reference for practitioners who apply statistical methods in quantitative finance.

Multivariate Nonparametric Methods with R

Multivariate Nonparametric Methods with R PDF Author: Hannu Oja
Publisher: Springer
ISBN: 9781441904690
Category : Mathematics
Languages : en
Pages : 234

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Book Description


An Introduction to Applied Multivariate Analysis with R

An Introduction to Applied Multivariate Analysis with R PDF Author: Brian Everitt
Publisher: Springer Science & Business Media
ISBN: 1441996508
Category : Mathematics
Languages : en
Pages : 284

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Book Description
The majority of data sets collected by researchers in all disciplines are multivariate, meaning that several measurements, observations, or recordings are taken on each of the units in the data set. These units might be human subjects, archaeological artifacts, countries, or a vast variety of other things. In a few cases, it may be sensible to isolate each variable and study it separately, but in most instances all the variables need to be examined simultaneously in order to fully grasp the structure and key features of the data. For this purpose, one or another method of multivariate analysis might be helpful, and it is with such methods that this book is largely concerned. Multivariate analysis includes methods both for describing and exploring such data and for making formal inferences about them. The aim of all the techniques is, in general sense, to display or extract the signal in the data in the presence of noise and to find out what the data show us in the midst of their apparent chaos. An Introduction to Applied Multivariate Analysis with R explores the correct application of these methods so as to extract as much information as possible from the data at hand, particularly as some type of graphical representation, via the R software. Throughout the book, the authors give many examples of R code used to apply the multivariate techniques to multivariate data.

Nonparametric Methods in Multivariate Analysis

Nonparametric Methods in Multivariate Analysis PDF Author: Madan Lal Puri
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 464

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Book Description


Multivariate Analysis of Ecological Data

Multivariate Analysis of Ecological Data PDF Author: Michael Greenacre
Publisher: Fundacion BBVA
ISBN: 8492937505
Category : Ecology
Languages : es
Pages : 336

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Book Description
La diversidad biológica es fruto de la interacción entre numerosas especies, ya sean marinas, vegetales o animales, a la par que de los muchos factores limitantes que caracterizan el medio que habitan. El análisis multivariante utiliza las relaciones entre diferentes variables para ordenar los objetos de estudio según sus propiedades colectivas y luego clasificarlos; es decir, agrupar especies o ecosistemas en distintas clases compuestas cada una por entidades con propiedades parecidas. El fin último es relacionar la variabilidad biológica observada con las correspondientes características medioambientales. Multivariate Analysis of Ecological Data explica de manera completa y estructurada cómo analizar e interpretar los datos ecológicos observados sobre múltiples variables, tanto biológicos como medioambientales. Tras una introducción general a los datos ecológicos multivariantes y la metodología estadística, se abordan en capítulos específicos, métodos como aglomeración (clustering), regresión, biplots, escalado multidimensional, análisis de correspondencias (simple y canónico) y análisis log-ratio, con atención también a sus problemas de modelado y aspectos inferenciales. El libro plantea una serie de aplicaciones a datos reales derivados de investigaciones ecológicas, además de dos casos detallados que llevan al lector a apreciar los retos de análisis, interpretación y comunicación inherentes a los estudios a gran escala y los diseños complejos.

Nonparametric Methods

Nonparametric Methods PDF Author: P. R. Krishnaiah
Publisher: Elsevier Health Sciences
ISBN:
Category : Mathematics
Languages : en
Pages : 1016

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Book Description
Classical developments. Linear models. Order statistics and empitical distribution. Estimation procedures. Stochastic aproximation and density estimation. Life testing and reliability. Miscellaneous topics. Applications. Tables.

Modern Multivariate Statistical Techniques

Modern Multivariate Statistical Techniques PDF Author: Alan J. Izenman
Publisher: Springer Science & Business Media
ISBN: 0387781897
Category : Mathematics
Languages : en
Pages : 757

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Book Description
This is the first book on multivariate analysis to look at large data sets which describes the state of the art in analyzing such data. Material such as database management systems is included that has never appeared in statistics books before.

Modern Statistics with R

Modern Statistics with R PDF Author: Måns Thulin
Publisher: CRC Press
ISBN: 9781032512440
Category : Mathematics
Languages : en
Pages : 0

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Book Description
The past decades have transformed the world of statistical data analysis, with new methods, new types of data, and new computational tools. Modern Statistics with R introduces you to key parts of this modern statistical toolkit. It teaches you: Data wrangling - importing, formatting, reshaping, merging, and filtering data in R. Exploratory data analysis - using visualisations and multivariate techniques to explore datasets. Statistical inference - modern methods for testing hypotheses and computing confidence intervals. Predictive modelling - regression models and machine learning methods for prediction, classification, and forecasting. Simulation - using simulation techniques for sample size computations and evaluations of statistical methods. Ethics in statistics - ethical issues and good statistical practice. R programming - writing code that is fast, readable, and (hopefully!) free from bugs. No prior programming experience is necessary. Clear explanations and examples are provided to accommodate readers at all levels of familiarity with statistical principles and coding practices. A basic understanding of probability theory can enhance comprehension of certain concepts discussed within this book. In addition to plenty of examples, the book includes more than 200 exercises, with fully worked solutions available at: www.modernstatisticswithr.com.

Robust Nonparametric Statistical Methods

Robust Nonparametric Statistical Methods PDF Author: Thomas P. Hettmansperger
Publisher: John Wiley & Sons
ISBN:
Category : Nonparametric statistics
Languages : en
Pages : 492

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Book Description
Offering an alternative to traditional statistical procedures which are based on least squares fitting, the authors cover such topics as one and two sample location models, linear models, and multivariate models. Both theory and applications are examined.