Robust Nonparametric Statistical Methods: v. 5 (Kendall's Library of Statistics) - Hardcover

Hettmansperger, T. P.; McKean, J. W.

Hardcover

ISBN 10: 0340549378 ISBN 13: 9780340549377

Publisher: Hodder Education, 1998

Synopsis

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.

About this title

Review

The coverage is expanded over the first edition to include recent developments in the field. ... Hettmansperger and McKean examine a wealth of interesting problems in connection with applying nonparametric robust methods. ... this is a well-written and nicely presented book that is likely to appeal to a reader with a good mathematical background and an interest in robust and nonparametric statistical methods. In my opinion, the book could provide the basis for a seminar in robust non-parametric methods for graduate students in statistics or mathematics.
―Eugenia Stoimenova, Journal of Applied Statistics, June 2012

... more logical and concise and more user-friendly ... the book will be equally attractive to instructors, students, and researchers. In summary, this is a well written, structured, and presented book and offers readers plenty of examples and exercises. If I have the opportunity in the near future to offer a graduate course on robust nonparametric methods, I will definitely adopt this book with no hesitation.
―Technometrics, November 2011

This book gives an excellent treatment of modern rank-based methods with a special attention to their practical application to data. ... a welcome highly up-to-date and very readable contribution to the field. It will certainly become a standard reference for nonparametric and robust methods. I recommend the book as an important textbook for research libraries. The book will soon find its place on the shelves and the tables of many kind of researchers and will serve as a graduate course textbook.
―Hannu Oja, International Statistical Review (2011), 79

... a fine capstone course in non-parametric statistics.
―MAA Reviews, June 2011

About the Author

T. P. Hettmansperger, Penn State University
J. W. McKean, Western Michigan University

Edition details

• Publisher: Hodder Education
• Publication date: 1998
• ISBN 10: 0340549378
• ISBN 13: 9780340549377
• Binding: Hardcover
• Language: English
• Number of pages: 484