Bootstrapping analogs of the one way MANOVA test
Hasthika S. Rupasinghe Arachchige Don and
David J. Olive
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 22, 5546-5558
Abstract:
Analogs of the classical one way MANOVA model have recently been suggested that do not assume that population covariance matrices are equal or that the error vector distribution is known. These tests are based on the sample mean and sample covariance matrix corresponding to each of the p populations. We show how to extend these tests using other measures of location such as the trimmed mean or coordinatewise median. These new bootstrap tests can have some outlier resistance, and can perform better than the tests based on the sample mean if the error vector distribution is heavy tailed.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5546-5558
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DOI: 10.1080/03610926.2018.1515363
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