DISCO analysis: A nonparametric extension of analysis of variance
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Abstract: In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances between-sample elements, and derive an analogous distance components (DISCO) decomposition for powers of distance in . The ANOVA F statistic is obtained when the index (exponent) is 2. For each index in , this decomposition determines a nonparametric test for the multi-sample hypothesis of equal distributions that is statistically consistent against general alternatives.
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