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＜電子ブック＞
Robust Multivariate Analysis / by David J. Olive

版	1st ed. 2017.
出版者	Cham : Springer International Publishing : Imprint: Springer
出版年	2017
本文言語	英語
大きさ	XVI, 501 p. 76 illus., 6 illus. in color : online resource
著者標目	*J. Olive, David author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Statistics  FREE:Probability Theory FREE:Statistical Theory and Methods
一般注記	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 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. HTTP:URL=https://doi.org/10.1007/978-3-319-68253-2

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