MNM
swMATH6075CRANMNMMaRDI QIDQ18213FDOQ18213
Multivariate Nonparametric Methods. An Approach Based on Spatial Signs and Ranks
Hannu Oja, Jyrki Mottonen, Klaus Nordhausen
Last update: 29 November 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0-3, 0.95-0, 0.95-1, 0.95-2, 0.95-3, 1.0-0, 1.0-1, 1.0-2, 1.0-4
Source code repository: https://github.com/cran/MNM
Multivariate tests, estimates and methods based on the identity score, spatial sign score and spatial rank score are provided. The methods include one and c-sample problems, shape estimation and testing, linear regression and principal components. The methodology is described in Oja (2010) <doi:10.1007/978-1-4419-0468-3> and Nordhausen and Oja (2011) <doi:10.18637/jss.v043.i05>.
- Multivariate Nonparametric Methods with R
- Multivariate<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math>Methods: The PackageMNM
Cited In (64)
- A spatial rank-based EWMA chart for monitoring linear profiles
- Two-sample spatial rank test using projection
- Rank tests for functional data based on the epigraph, the hypograph and associated graphical representations
- Power Analysis of Projection-Pursuit Independence Tests
- On a scale-scale plot for comparing multivariate distributions
- On the robustness to symmetry of some nonparametric multivariate one-sample sign-type tests
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- The sophistication of conditional cooperators: evidence from public goods games
- Affine-equivariant inference for multivariate location under \({L_p}\) loss functions
- On the measure of anchored Gaussian simplices, with applications to multivariate medians
- Rank-based tests of cross-sectional dependence in panel data models
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
- Nonparametric multivariate rank tests and their unbiasedness
- Robust multivariate nonparametric tests via projection averaging
- Smoothed self-organizing map for robust clustering
- On high-dimensional sign tests
- Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
- Testing independence in high dimensions with sums of rank correlations
- Center-Outward R-Estimation for Semiparametric VARMA Models
- A robust sample spatial outlyingness function
- Robust inference for change points in high dimension
- Asymptotics of the two-stage spatial sign correlation
- On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data
- Robust reduced-rank modeling via rank regression
- Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Robust factor number specification for large-dimensional elliptical factor model
- A rank-based Cramér-von-Mises-type test for two samples
- Affine-equivariant spatial median and its use in the multivariate multi-sample location problem
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data
- Multivariate ranks based on randomized lift-interdirections
- Multivariate multi-sample tests for location based on data depth
- Gini covariance matrix and its affine equivariant version
- Testing multivariate quantile by empirical likelihood
- A Bayesian nonparametric multi-sample test in any dimension
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
- A spatial rank-based multivariate EWMA control chart
- The spatial sign covariance matrix with unknown location
- Spatial sign correlation
- Projection-based high-dimensional sign test
- On the usage of joint diagonalization in multivariate statistics
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Weighted rank tests and Hodges–Lehmann estimates for the multivariate two-sample location problem with clustered data
- Some high-dimensional one-sample tests based on functions of interpoint distances
- A high-dimensional spatial rank test for two-sample location problems
- Robustifying principal component analysis with spatial sign vectors
- A nonparametric two-sample test applicable to high dimensional data
- Mixtures of multivariate power exponential distributions
- Spatial rank-based high-dimensional change point detection via random integration
- Rank-Based Analysis of Linear Models and Beyond: A Review
- Multivariate tests of independence and their application in correlation analysis between financial markets
- Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India
- mvctm
- Multi-sample comparison using spatial signs for infinite dimensional data
- Sign tests for weak principal directions
- On weighted multivariate sign functions
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions
- On universally consistent and fully distribution-free rank tests of vector independence
- Incomplete interdirections and lift-interdirections
- The \(k\)-step spatial sign covariance matrix
This page was built for software: MNM