Robust Multivariate Analysis

Includes dozens of R functions for making plots and estimators
Problems included at the end of every chapter
Code available for download on the author's website

Includes dozens of R functions for making plots and estimators Problems included at the end of every chapter Code available for download on the author's website Includes supplementary material: sn.pub/extras

Autorentext
David Olive is a Professor at Southern Illinois University, Carbondale, IL, USA. His research interests include the development of computationally practical robust multivariate location and dispersion estimators, robust multiple linear regression estimators, and resistant dimension reduction estimators.

Inhalt
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.