A new statistic in the one-way multivariate analysis of variance (Q2266548)

From MaRDI portal





scientific article; zbMATH DE number 3894291
Language Label Description Also known as
default for all languages
No label defined
    English
    A new statistic in the one-way multivariate analysis of variance
    scientific article; zbMATH DE number 3894291

      Statements

      A new statistic in the one-way multivariate analysis of variance (English)
      0 references
      0 references
      0 references
      1985
      0 references
      In the multivariate one-way analysis of variance a test statistic based solely on the rank orders of the data is proposed. In the two group case the statistic simplifies to a test of \textit{M. L. Puri} and \textit{P. K. Sen} [Nonparametric methods in multivariate analysis. (1971; Zbl 0237.62033)]. Monte Carlo simulation techniques are used to evaluate the performance of the test statistic under various distributions. This evaluation includes the simulated significance levels and power functions. By the nature of the proposed test it is evident that the new procedure is easier to implement than other existing rank based tests.
      0 references
      Wilks' lambda
      0 references
      MANOVA
      0 references
      rank transformation
      0 references
      Rao's F-approximation
      0 references
      multivariate one-way analysis of variance
      0 references
      rank orders
      0 references
      two group case
      0 references
      significance levels
      0 references
      power functions
      0 references

      Identifiers