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Nordhausen, Klaus

Modern Nonparametric, Robust and Multivariate Methods

Nordhausen, Klaus - Modern Nonparametric, Robust and Multivariate Methods, ebook

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ISBN: 9783319224046
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Table of contents

Part I. Remarks About Hannu Oja’s Career and Publications

1. When We Were Very Young: Some Recollections from Hannu Oja’s First Years of Academic Life
Elja Arjas

2. Publication and Coauthorship Networks of Hannu Oja
Daniel Fischer, Klaus Nordhausen, Sara Taskinen

Part II. Univariate Nonparametric and Robust Methods

3. Approximate U-Statistics for State Waiting Times Under Right Censoring
Somnath Datta, Douglas J. Lorenz, Susmita Datta

4. Nonparametric Location Estimators in the Randomized Complete Block Design
Stefanie Hayoz, Jürg Hüsler

5. Permutation Tests in Linear Regression
Jukka Nyblom

6. Highly Robust and Highly Finite Sample Efficient Estimators for the Linear Model
Ezequiel Smucler, Víctor J. Yohai

7. Optimal Rank Tests for Symmetry Against Edgeworth-Type Alternatives
Delphine Cassart, Marc Hallin, Davy Paindaveine

8. Generalized MM-Tests for Symmetry
Jue Wang, David E. Tyler

Part III. Nonparametric and Robust Methods for Multivariate and Functional Data

9. M-Estimators of the Correlation Coefficient for Bivariate Independent Component Distributions
Georgy Shevlyakov, Pavel Smirnov

10. Robust Coordinates for Compositional Data Using Weighted Balances
Peter Filzmoser, Karel Hron

11. Computation of the Oja Median by Bounded Search
Karl Mosler, Oleksii Pokotylo

12. Algorithms for the Spatial Median
John T. Kent, Fikret Er, Patrick D. L. Constable

13. L1-Regression for Multivariate Clustered Data
Jaakko Nevalainen, Denis Larocque

14. Robust Variable Selection and Coefficient Estimation in Multivariate Multiple Regression Using LAD-Lasso
Jyrki Möttönen, Mikko J. Sillanpää

15. On Some Nonparametric Classifiers Based on Distribution Functions of Multivariate Ranks
Olusola Samuel Makinde, Biman Chakraborty

16. Robust Change Detection in the Dependence Structure of Multivariate Time Series
Daniel Vogel, Roland Fried

17. Tyler’s M-Estimator in High-Dimensional Financial-Data Analysis
Gabriel Frahm, Uwe Jaekel

18. Affine Equivariant Rank-Weighted L-Estimation of Multivariate Location
Pranab Kumar Sen, Jana Jurečková, Jan Picek

19. Robust High-Dimensional Precision Matrix Estimation
Viktoria Öllerer, Christophe Croux

20. Paired Sample Tests in Infinite Dimensional Spaces
Anirvan Chakraborty, Probal Chaudhuri

21. Semiparametric Analysis in Conditionally Independent Multivariate Mixture Models
Tracey W. Hammel, Thomas P. Hettmansperger, Denis H. Y. Leung, Jing Qin

Part IV. Invariant Coordinate Selection and Related Methods

22. A B-Robust Non-Iterative Scatter Matrix Estimator: Asymptotics and Application to Cluster Detection Using Invariant Coordinate Selection
Mohamed Fekri, Anne Ruiz-Gazen

23. On ANOVA-Like Matrix Decompositions
Giuseppe Bove, Frank Critchley, Radka Sabolova, Germain Bever

24. On Invariant Within Equivalence Coordinate System (IWECS) Transformations
Robert Serfling

25. Alternative Diagonality Criteria for SOBI
Jari Miettinen

26. Robust Simultaneous Sparse Approximation
Esa Ollila

27. Nonparametric Detection of Complex-Valued Cyclostationary Signals
Visa Koivunen, Jarmo Lundén

Keywords: Statistics, Statistical Theory and Methods, Signal, Image and Speech Processing, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences

Editor
 
Publisher
Springer
Publication year
2015
Language
en
Edition
1st ed. 2015
Page amount
20 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319224046
Printed ISBN
978-3-319-22403-9

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