Explore nonparametric ways to compare dispersion patterns across multiple groups.
This book offers rank‑order approaches to testing homogeneity of dispersion matrices in multivariate data, focusing on procedures that are robust to outliers and do not rely on normality assumptions.
This edition develops a class of regular functionals and their rank‑based tests, including permutation methods and nonparametric alternatives. It explains how to handle both location and dispersion, discusses theoretical properties, and shows how to apply these tests to real‑world multivariate samples.
- Introduces generalized grades and dispersion matrices that stay informative under transformations
- Derives permutation‑based test statistics and their asymptotic behavior
- Compares nonparametric tests with classical parametric criteria and likelihood methods
- Offers practical guidance for implementing tests across multiple samples and dimensions
Ideal for researchers and practitioners in statistics who work with multivariate data and seek robust, distribution‑free ways to assess whether groups share the same spread and association structure.Ideal for readers who want to deepen their understanding of nonparametric multivariate testing and its applications in data analysis.