Rank Analysis of Covariance

Rank Analysis of Covariance

Extended rank analysis of covariance adjusting for local correlations

An implicit assumption in the classical analysis of covariance is that the relationship between the response variable Y and the covariable X is consistent across the support of X. This may not hold in general if the strength of the relationship between Y and X varies in different regions of the covariate space [Doksum, K., Blyth, S., Bradlow, E., Meng, X.-L., Zhao, H., 1994. Correlation curves ...

Extended Rank and Matched-pair Analysis of Covariance

Sign and Rank Covariance Matrices

The robust estimation of multivariate location and shape is one of the most challenging problems in statistics and crucial in many application areas. The objective is to find highly efficient, robust, computable and affine equivariant location and covariance matrix estimates. In this paper three different concepts of multivariate sign and rank are considered and their ability to carry informati...

Adjoints and low-rank covariance representation

Quantitative measures of the uncertainty of Earth system estimates can be as important as the estimates themselves. Direct calculation of second moments of estimation errors, as described by the covariance matrix, is impractical when the number of degrees of freedom of the system state is large and the sources of uncertainty are not completely known. Theoretical analysis of covariance equations...