Robust Multivariate Analysis

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 t...

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Bibliographic Details
Main Author: J. Olive, David
Format: eBook
Language:English
Published: Cham Springer International Publishing 2017, 2017
Edition:1st ed. 2017
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a Robust Multivariate Analysis  |h Elektronische Ressource  |c by David J. Olive 
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300 |a XVI, 501 p. 76 illus., 6 illus. in color  |b online resource 
505 0 |a Introduction -- Multivariate Distributions -- Elliptically Contoured Distributions -- MLD Estimators -- DD Plots and Prediction Regions -- Principal Component Analysis -- Canonical Correlation Analysis -- Discrimination Analysis -- Hotelling's T 2 Test -- MANOVA -- Factor Analysis -- Multivariate Linear Regression -- Clustering -- Other Techniques -- Stuff for Students 
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653 |a Statistics  
653 |a Probability Theory 
653 |a Probabilities 
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520 |a 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 multivariatetopics, 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.