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

Ravinder Nath, Robert Pavur

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

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 Puri and Sen [19]. Monte Carlo simulation techniques are used to evaluate the performance of the test statistic under various distributions. These evaluation include 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.

Original languageEnglish
Pages (from-to)297-315
Number of pages19
JournalComputational Statistics and Data Analysis
Volume2
Issue number4
DOIs
StatePublished - 1985
Externally publishedYes

Fingerprint

Multivariate Analysis of Variance
Analysis of variance (ANOVA)
Statistic
Statistics
Test Statistic
Rank order
Significance level
Power Function
Analysis of variance
Simplify
Monte Carlo Simulation
Evaluate
Evaluation
Multivariate Analysis
Multivariate analysis of variance
Test statistic

All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Statistics, Probability and Uncertainty
  • Electrical and Electronic Engineering
  • Computational Mathematics
  • Numerical Analysis
  • Statistics and Probability

Cite this

A new statistic in the one-way multivariate analysis of variance. / Nath, Ravinder; Pavur, Robert.

In: Computational Statistics and Data Analysis, Vol. 2, No. 4, 1985, p. 297-315.

Research output: Contribution to journalArticle

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