Robust Rank-Based and Nonparametric Methods: Michigan, USA, April 2015: Selected, Revised, and Extended Contributions

284 Pages·2016·4.32 MB·English

by  Regina Y. Liu

Springer Proceedings in Mathematics & Statistics
Regina Y. Liu
Joseph W. McKean Editors
Robust Rank-
Based and
Nonparametric
Methods
Michigan, USA, April 2015
Selected, Revised, and Extended Contributions
Springer Proceedings in Mathematics & Statistics
Volume 168
Moreinformationaboutthisseriesathttp://www.springer.com/series/10533
Springer Proceedings in Mathematics & Statistics
Thisbookseriesfeaturesvolumescomposedofselectcontributionsfromworkshops
and conferences in all areas of current research in mathematics and statistics,
includingORandoptimization.Inadditiontoanoverallevaluationoftheinterest,
scientific quality, and timeliness of each proposal at the hands of the publisher,
individual contributions are all refereed to the high quality standards of leading
journals in the field. Thus, this series provides the research community with
well-edited, authoritative reports on developments in the most exciting areas of
mathematicalandstatisticalresearchtoday.
Regina Y. Liu • Joseph W. McKean
Editors
Robust Rank-Based and
Nonparametric Methods
Michigan, USA, April 2015
Selected, Revised, and Extended
Contributions
123
Editors
ReginaY.Liu JosephW.McKean
DepartmentofStatistics DepartmentofStatistics
RutgersUniversity WesternMichiganUniversity
NewBrunswick,NJ,USA Kalamazoo,MI,USA
ISSN2194-1009 ISSN2194-1017 (electronic)
SpringerProceedingsinMathematics&Statistics
ISBN978-3-319-39063-5 ISBN978-3-319-39065-9 (eBook)
DOI10.1007/978-3-319-39065-9
LibraryofCongressControlNumber:2016947172
©SpringerInternationalPublishingSwitzerland2016
Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof
thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,
broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation
storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology
nowknownorhereafterdeveloped.
Theuseofgeneraldescriptivenames,registerednames,trademarks,servicemarks,etc.inthispublication
doesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevant
protectivelawsandregulationsandthereforefreeforgeneraluse.
Thepublisher,theauthorsandtheeditorsaresafetoassumethattheadviceandinformationinthisbook
arebelievedtobetrueandaccurateatthedateofpublication.Neitherthepublishernortheauthorsor
theeditorsgiveawarranty,expressorimplied,withrespecttothematerialcontainedhereinorforany
errorsoromissionsthatmayhavebeenmade.
Printedonacid-freepaper
ThisSpringerimprintispublishedbySpringerNature
TheregisteredcompanyisSpringerInternationalPublishingAGSwitzerland
Toourmentors

Foreword
This book contains a collection of papers by distinguished researchers that were
presented at an international conference to celebrate Joseph McKean’s 70th birth-
day. The conference entitled “Robust Rank-Based and Nonparametric Methods”
was held at Western Michigan University on April 9 and 10, 2015. Many papers
inthisbookarecontributedbysomeofJoe’slong-standingcollaborators,students,
andcolleagues.
Joe McKean is a truly outstanding scholar. He is internationally recognized as
havingmadefundamentalcontributionstothetheoryandpracticeofnonparametric
statistics. Joe has consistently produced very high quality work over the last 40
yearsresultingin6booksandmorethan100publishedpapers.Overthistime,he
has directed 24 Ph.D. dissertations. He personally contributed in the development
ofrank-basedmethodsforlinearmodels,multivariatemodels,timeseriesmodels,
experimental designs, mixed models, and nonlinear models. In particular, he is
responsiblefordevelopingboththetheoreticalunderpinningsandthecomputational
algorithmsfortheserank-basedmethods.Hiscontributionsarebothbroadanddeep.
Joe has developed rank-based methods across a broad range of settings which are
competitive in terms of efficiency with parametric methods, when the parametric
assumptionsholdandatthesametimearerobusttoviolationsoftheseassumptions.
Put simply, essentially any data set you can analyze with least squares and/or
maximumlikelihood,youcannowdousingarobustrank-basedmethoddeveloped
and implemented in software by Joe. Joe is a fellow of the American Statistical
Association and the 1994 winner of Western Michigan University’s Distinguished
FacultyScholarAward.
Joe’s contributions to teaching and service are also legendary. In terms of
teaching, Joe has taught essentially every graduate statistics class at Western
MichiganUniversity.HewastheprogramchairorcodirectoroffiveseparateGreat
Lakes Symposiums on Applied Statistics held in Kalamazoo, Michigan. Joe has
servedasanassociateeditorforfivedifferentjournals,includingtheJournalofthe
American Statistical Association. Joe played a fundamental role in the formation
oftheDepartmentofStatisticsatWesternMichiganUniversity,whichoccurredin
vii
viii Foreword
July2001.JoewasalsooneoftheprincipalleadersinputtingtogethertheStatistical
ComputingLabatWesternMichiganUniversity.
Describing Joe’s long list of outstanding accomplishments speaks to just one
aspectofJoe.Joehasawonderfullifeoutsideofacademia.Heismuchlovedbyhis
wife Marge, his three daughters, and his four grandchildren. Pour Joe a craft beer
and ask him about his international travels and you will be regaled by a tale from
oneofhisvisitstoAustraliaorSwitzerland.
On a further personal note, we have enjoyed a long-term friendship and
collaborative relationship with Joe. We have had the great good fortune to work
with him on many research projects. He is the ideal collaborator, always ready to
discussaproblemindepth,oftencomingupwithinnovativeandcreativesolutions.
Insummary,thosewhohaveworkedwithJoeMcKeanaswellasthosewhohave
beentaughtbyhimhavegreatlybenefitedfromtheirinteractionswithatrulygreat
man.
StateCollege,PA,USA T.P.Hettmansperger
CollegeStation,TX,USA S.J.Sheather
January2016
Preface
Thisvolumeofpapersgrewoutofthe
InternationalConferenceon
RobustRank-BasedandNonparametricMethods
whichwasheldatWesternMichiganUniversity,Kalamazoo,MI,onApril9and10,
2015. This conference consisted of 2 days of talks by distinguished researchers in
theareasofrobust,rank-based,andnonparametricstatisticalmethods.Manyofthe
speakers agreed to submit papers to this volume in areas of their expertise. These
paperswererefereedbyexternalreviewers,andrevisedpaperswereresubmittedfor
afinalreview.Wethanktherefereesfortheirworkonthesepapers.
This collection of papers discuss robust rank-based and nonparametric proce-
dures for many of the current models of interest for univariate and multivariate
situations. It begins with a review of rank-based methods for linear and nonlinear
models.Manyofthesucceedingpapersextendrobustandnonparametricmethodsto
mixedandGEE-typemodels.Manyofthepapersdeveloprobustandnonparametric
methodsformultivariatedesignsandtimeseriesmodels.Theoreticalpropertiesof
theanalyses,includingasymptotictheoryandefficiencyproperties,aredeveloped.
Resultsofsimulationstudiesconfirmingthevalidityandempiricalefficiencyofthe
methodsarepresented.Discussionalsofocusesonapplicationsinvolvingrealdata
setsandcomputationalaspectsoftheserobustprocedures.SeveralRpackages for
theseproceduresarediscussed,andtheURLsfortheirdownloadingarecited.
TheconferencewashostedbytheDepartmentofStatisticsofWesternMichigan
University. Our thanks goes to many people who contributed to the success of
this conference. In particular, a special thanks goes to Ms. Michelle Hastings,
administrative assistant of the Department of Statistics, who was in charge of the
localarrangements.AlsoaspecialthankstoDr.MagdalenaNiewiadomska-Bugaj,
chairoftheDepartmentofStatistics;ProfessorRajibPaul,DepartmentofStatistics;
and Dr. Thomas Vidmar, Biostat Consultants of Portage, for their time spent in
organizing this conference. Also, our thanks to Professor Simon Sheather, Texas
A&MUniversity,foremceeingtheconferencebanquet.
ix