Reviews:
'This book contains rich material in nonparametric methods
... includes many interesting real-data examples to illustrate
the present methods'. Technometrics
' This book is an important addition to the excellent series
of "Kendall's Library of Statistics"... well written
and well organised ... the book is remarkably easy to follow.
It is difficult to think of a book that covers the subject
in a wider sense than this one, and the authors ought to be
congratulated for their result...' The Statistician
Key Features:
- A complete development of statistical procedures for simple
location through linear models
- Emphasises the application of the methods, along with
the theoretical development
- Discusses computational aspects
- Real-data examples used to illustrate the theory.
Description:
Traditional statistical procedures are widely used because
they offer the user a unified methodology with which to attack
a multitude of problems, from simple location problems to
highly complex experimental designs. These procedures are
based on least squares fitting, but can be easily impaired
by outlying observations. Indeed one outlying observation
is enough to spoil the least squares fit, its associated diagnostics
and inference procedures. Even though traditional inference
methods are exact when the errors in the model follow a normal
distribution, they can be quite inefficient when the distribution
of the errors has longer tails than the normal distribution.
This book offers an alternative, based on ranks of the data,
to the least squares approach. Topics include one- and two-sample
location models, linear models (including multiple regression
and designed experiments), and multivariate models. Rank tests
and estimates for all models are developed, including bounded
influence and high breakdown methods. Emphasis is on efficiency
and robustness and all methods are illustrated on data sets.
Readership:
Graduate statisticians and mathematicians.
Contents:
Preface
1. One-sample problems
2. Two-sample problems
3. Linear models
4. Experimental designs
5. Bounded influence and high-breakdown methods
6. Multivariate models
Appendix Asymptotic results
Bibliography
Author index
Subject index
Links:
All data sets in the book can be found at
http://www.stat.wmich.edu/mckean/book/data/datasets.html
The robust analyses discussed in the book can now be run
on the web for free at
http://www.stat.wmich.edu/slab/RGLM/
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