Introduction to robust estimation and hypothesis testing
ANCOVA (analysis of covariance)ANOVA (analysis of variance)comparing quantilesheteroscedasticityoutliersparametric and nonparametric techniquesregression methodsrobust methodsskewed distribution curvaturesoftware R
Central limit and other weak theorems (60F05) Gaussian processes (60G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)
For the first three editions of this book see [Zbl 1270.62051], [Zbl 1113.62036], and [Zbl 0991.62508]. They appeared in 2012, 2005, and 1997 resp. The 12 chapters of this book are headed as follows: 1. Introduction, 2. Foundation for robust methods, 3. Estimating measures of location and scale, 4. Confidence intervals in the one-sample case, 5. Comparing two groups, 6. Some multivariate methods, 7. One-way and higher designs for independent groups, 8. Comparing multiple dependent groups, 9. Correlation and tests of independence, 10. Robust regression, 11. More regression methods, 12. ANCOVA, abbreviating for: analysis of covariance. References and Index close this valuable monograph.NEWLINENEWLINEMore details to the introduction: It starts discussing the problems with assuming normality. It is shown that the contamination of one normal distribution by another normal distribution leads to surprisingly large deviations from one pure normal distribution. Then the importance of the central limit theorem is outlined, and the robustness of ANOVA (analysis of variance) is discussed. Next, regression, software R, and data sets are mentioned.NEWLINENEWLINEThere are more than 900 references, including also most recent research results, and more than 100 of them being written by Rand Wilcox, the author of this book.NEWLINENEWLINEPublisher's description: ``The book is a `how-to' on the application of robust methods using available software. Modern robust methods provide improved techniques for dealing with outliers, skewed distribution curvature and heteroscedasticity that can provide substantial gains in power as well as a deeper, more accurate and more nuanced understanding of data. Since the last edition, there have been numerous advances and improvements. They include new techniques for comparing groups and measuring effect size as well as new methods for comparing quantiles. Many new regression methods have been added that include both parametric and nonparametric techniques. The methods related to ANCOVA have been expanded considerably. New perspectives related to discrete distributions with a relatively small sample space are described as well as new results relevant to the shift function. The practical importance of these methods is illustrated using data from real world studies. The R package written for this book now contains over 1200 functions. New to this edition: 35 per cent revised content, covers many new and improved R functions and new techniques that deal with a wide range of situations.
- Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model
- Detecting a structural change in functional time series using local Wilcoxon statistic
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- Estimating asymptotic variance of M-estimators in ranked set sampling
- Simplified estimation and testing in unbalanced repeated measures designs
- A novel robust approach for analysis of longitudinal data
- Introduction to robust estimation and hypothesis testing
- Robust nonlinear regression: with applications using R
- Robustness theory and application
- Modern statistics for the social and behavioral sciences. A practical introduction
- Robust statistics. Theory and methods (with R)
- Robust Statistical Methods with R
- Improved methods for making inferences about multiple skipped correlations
- scientific article; zbMATH DE number 7383840 (Why is no real title available?)
- A combined bootstrap test for the two-sample location problem
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
- A comparison of recent nonparametric methods for testing effects in two-by-two factorial designs
- Comparing the variances or robust measures of scale of two dependent variables
- Removing skewness and kurtosis by transformation when testing for mean equality
- Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
- Impact of Imputation Strategies on Fairness in Machine Learning
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage
- Robust regression: an inferential method for determining which independent variables are most important
- scientific article; zbMATH DE number 2209079 (Why is no real title available?)
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- Distance-based directional depth classifiers: a robustness study
- Nonequivalence of two least-absolute-deviation estimators for mediation effects
- Highly robust training of regularized radial basis function networks.
- Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
- Estimation of distribution parameters by mean absolute deviations of a truncated distribution using quantile functions
- Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
- A new test for comparing J independent groups by using one-step M-estimator and bootstrap-t
- Quantile-based classification trees for ordinal responses
- Semiparametric estimation for linear regression with symmetric errors
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