Bootstrapping analogs of the one way MANOVA test
From MaRDI portal
Publication:5077919
DOI10.1080/03610926.2018.1515363OpenAlexW2773977287MaRDI QIDQ5077919
David J. Olive, Hasthika S. Rupasinghe Arachchige Don
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1515363
Hypothesis testing in multivariate analysis (62H15) Statistics (62-XX) Nonparametric statistical resampling methods (62G09)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Robust statistic for the one-way MANOVA
- A solution to the multivariate behrens-fisher problem
- Smoothed and iterated bootstrap confidence regions for parameter vectors
- Parametric and nonparametric bootstrap methods for general MANOVA
- Von Mises calculus for statistical functionals
- A nonparametric version of Wilks' lambda -- asymptotic results and small sample approximations
- A review and some new results on permutation testing for multivariate problems
- Nonparametric methods for unbalanced multivariate data and many factor levels
- The multivariate Behrens-Fisher distribution
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- How to compare small multivariate samples using nonparametric tests
- Nonsmooth analysis and Fréchet differentiability of M-functionals
- On Hadamard differentiability of extended statistical functional
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- Applications of hyperellipsoidal prediction regions
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
- Hadamard differentiability on \(D[0,1^p\)]
- A modified Bartlett test for heteroscedastic one-way MANOVA
- Bootstrapping multiple linear regression after variable selection
- Nonparametric methods in multivariate factorial designs for large number of factor levels
- A Two Sample Test for Mean Vectors with Unequal Covariance Matrices
- Robust and Efficient One-Way MANOVA Tests
- A parametric bootstrap solution to the MANOVA under heteroscedasticity
- Bootstrapping analogs of the two-sample hotelling’s T2 test
- Some contributions to the analysis of multivariate data
- A Nonparametric Version of the Bartlett-Nanda-Pillai Multivariate Test. Asymptotics, Approximations, and Applications
- Robust Multivariate Analysis
- Bootstrap estimation of covariance matrices via the percentile method
This page was built for publication: Bootstrapping analogs of the one way MANOVA test
