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 …

A multivariate sign EWMA control chart

C Zou, F Tsung - Technometrics, 2011 - Taylor & Francis
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 …

[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 …

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 …

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 …

On the Stahel-Donoho estimator and depth-weighted means of multivariate data

Y Zuo, H Cui, X He - The Annals of Statistics, 2004 - projecteuclid.org
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 …

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 …

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 …

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 …

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 …