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Sign-Based Methods in Linear Statistical Models
 
M. V. Boldin Moscow State University, Russia
G. I. Simonova Moscow State University, Russia
Yu. N. Tyurin Moscow State University, Russia
Front Cover for Sign-Based Methods in Linear Statistical Models
Available Formats:
Hardcover ISBN: 978-0-8218-0371-4
Product Code: MMONO/162
234 pp 
List Price: $117.00
MAA Member Price: $105.30
AMS Member Price: $93.60
Electronic ISBN: 978-1-4704-4577-5
Product Code: MMONO/162.E
234 pp 
List Price: $110.00
MAA Member Price: $99.00
AMS Member Price: $88.00
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $175.50
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Front Cover for Sign-Based Methods in Linear Statistical Models
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  • Front Cover for Sign-Based Methods in Linear Statistical Models
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Sign-Based Methods in Linear Statistical Models
M. V. Boldin Moscow State University, Russia
G. I. Simonova Moscow State University, Russia
Yu. N. Tyurin Moscow State University, Russia
Available Formats:
Hardcover ISBN:  978-0-8218-0371-4
Product Code:  MMONO/162
234 pp 
List Price: $117.00
MAA Member Price: $105.30
AMS Member Price: $93.60
Electronic ISBN:  978-1-4704-4577-5
Product Code:  MMONO/162.E
234 pp 
List Price: $110.00
MAA Member Price: $99.00
AMS Member Price: $88.00
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $175.50
MAA Member Price: $157.95
AMS Member Price: $140.40
  • Book Details
     
     
    Translations of Mathematical Monographs
    Volume: 1621997
    MSC: Primary 62;

    For nonparametric statistics, the last half of this century was the time when rank-based methods originated, were vigorously developed, reached maturity, and received wide recognition. The rank-based approach in statistics consists in ranking the observed values and using only the ranks rather than the original numerical data. In fitting relationships to observed data, the ranks of residuals from the fitted dependence are used.

    The signed-based approach is based on the assumption that random errors take positive or negative values with equal probabilities. Under this assumption, the sign procedures are distribution-free. These procedures are robust to violations of model assumptions, for instance, to even a considerable number of gross errors in observations. In addition, sign procedures have fairly high relative asymptotic efficiency, in spite of the obvious loss of information incurred by the use of signs instead of the corresponding numerical values.

    In this work, sign-based methods in the framework of linear models are developed. In the first part of the book, there are linear and factor models involving independent observations. In the second part, linear models of time series, primarily autoregressive models, are considered.

    Readership

    Graduate students, research mathematicians, statisticians, and data analysts interested in statistics.

  • Table of Contents
     
     
    • Chapters
    • Introduction
    • Part I
    • Chapter 1. Sign-based analysis of one-parameter linear regression
    • Chapter 2. Sign tests
    • Chapter 3. Sign estimators
    • Chapter 4. Testing linear hypotheses
    • Part II
    • Chapter 5. Least squares and least absolute deviations procedures in the simplest autoregressive model
    • Chapter 6. Sign-based analysis of one-parameter autoregression
    • Chapter 7. Sign-based analysis of the multiparameter autoregression
  • Reviews
     
     
    • Presents a unified approach to fundamental statistical problems based on certain functionals of the signs of residuals. The authors designed the book for a broad spectrum of readers interested in statistical inferences … both applied and theoretical statisticians will find the book quite interesting.

      Mathematical Reviews
  • Request Review Copy
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Volume: 1621997
MSC: Primary 62;

For nonparametric statistics, the last half of this century was the time when rank-based methods originated, were vigorously developed, reached maturity, and received wide recognition. The rank-based approach in statistics consists in ranking the observed values and using only the ranks rather than the original numerical data. In fitting relationships to observed data, the ranks of residuals from the fitted dependence are used.

The signed-based approach is based on the assumption that random errors take positive or negative values with equal probabilities. Under this assumption, the sign procedures are distribution-free. These procedures are robust to violations of model assumptions, for instance, to even a considerable number of gross errors in observations. In addition, sign procedures have fairly high relative asymptotic efficiency, in spite of the obvious loss of information incurred by the use of signs instead of the corresponding numerical values.

In this work, sign-based methods in the framework of linear models are developed. In the first part of the book, there are linear and factor models involving independent observations. In the second part, linear models of time series, primarily autoregressive models, are considered.

Readership

Graduate students, research mathematicians, statisticians, and data analysts interested in statistics.

  • Chapters
  • Introduction
  • Part I
  • Chapter 1. Sign-based analysis of one-parameter linear regression
  • Chapter 2. Sign tests
  • Chapter 3. Sign estimators
  • Chapter 4. Testing linear hypotheses
  • Part II
  • Chapter 5. Least squares and least absolute deviations procedures in the simplest autoregressive model
  • Chapter 6. Sign-based analysis of one-parameter autoregression
  • Chapter 7. Sign-based analysis of the multiparameter autoregression
  • Presents a unified approach to fundamental statistical problems based on certain functionals of the signs of residuals. The authors designed the book for a broad spectrum of readers interested in statistical inferences … both applied and theoretical statisticians will find the book quite interesting.

    Mathematical Reviews
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