Affine invariant multivariate sign and rank tests and corresponding estimates: a review
H Oja - Scandinavian Journal of Statistics, 1999 - Wiley Online Library
The paper reviews recent contributions to the statistical inference methods, tests and
estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank …
estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank …
A multivariate sign EWMA control chart
Nonparametric control charts are useful in statistical process control (SPC) when there is a
lack of or limited knowledge about the underlying process distribution, especially when the …
lack of or limited knowledge about the underlying process distribution, especially when the …
[图书][B] Robust statistical methods with R
J Jureckova, J Picek - 2005 - taylorfrancis.com
Robust statistical methods were developed to supplement the classical procedures when
the data violate classical assumptions. They are ideally suited to applied research across a …
the data violate classical assumptions. They are ideally suited to applied research across a …
Multivariate nonparametric tests
H Oja, RH Randles - 2004 - projecteuclid.org
Multivariate nonparametric statistical tests of hypotheses are described for the one-sample
location problem, the several-sample location problem and the problem of testing …
location problem, the several-sample location problem and the problem of testing …
A practical affine equivariant multivariate median
TP Hettmansperger, RH Randles - Biometrika, 2002 - academic.oup.com
A robust affine equivariant estimator of location for multivariate data is proposed which
becomes the univariate median for data of dimension one. The estimator is robust in the …
becomes the univariate median for data of dimension one. The estimator is robust in the …
On the Stahel-Donoho estimator and depth-weighted means of multivariate data
The depth of multivariate data can be used to construct weighted means as robust
estimators of location. The use of projection depth leads to the Stahel-Donoho estimator as a …
estimators of location. The use of projection depth leads to the Stahel-Donoho estimator as a …
Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
R Serfling - Journal of Nonparametric Statistics, 2010 - Taylor & Francis
Equivariance and invariance issues arise as a fundamental but often problematic aspect of
multivariate statistical analysis. For multivariate quantile and related functions, we provide …
multivariate statistical analysis. For multivariate quantile and related functions, we provide …
On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
Y Zuo, R Serfling - Journal of Statistical Planning and Inference, 2000 - Elsevier
Several robust nonparametric location estimators are examined with respect to several
criteria, with emphasis on the criterion that they should agree with the point of symmetry in …
criteria, with emphasis on the criterion that they should agree with the point of symmetry in …
A simpler, affine-invariant, multivariate, distribution-free sign test
RH Randles - Journal of the American Statistical Association, 2000 - Taylor & Francis
A simpler multivariate sign test is proposed that uses the transformation-retransformation
approach of Chakraborty, Chaudhuri, and Oja together with a directional transformation due …
approach of Chakraborty, Chaudhuri, and Oja together with a directional transformation due …
On affine equivariant multivariate quantiles
B Chakraborty - Annals of the Institute of Statistical Mathematics, 2001 - Springer
An extension of univariate quantiles in the multivariate set-up has been proposed and
studied. The proposed approach is affine equivariant, and it is based on an adaptive …
studied. The proposed approach is affine equivariant, and it is based on an adaptive …