An Approximate Hotelling T<sup>2</sup>-Test for Heteroscedastic One-Way MANOVA

Robust statistic for the one-way MANOVA

The Wilks’ Lambda Statistic (likelihood ratio test, LRT) is a commonly used tool for inference about the mean vectors of several multivariate normal populations. However, it is well known that the Wilks’ Lambda statistic which is based on the classical normal theory estimates of generalized dispersions, is extremely sensitive to the influence of outliers. A robust multivariate statistic for the...

Robust and Efficient One-way MANOVA Tests

We propose robust tests as alternatives to the classical Wilks’ Lambda test in one-way MANOVA. The robust tests use highly robust and efficient multi-sample multivariate Sor MM-estimators instead of the empirical covariances. The properties of several robust test statistics are compared. Under the null hypothesis, the distribution of the test statistics is proportional to a chi-square distribut...

Sample size determinations for Welch's test in one-way heteroscedastic ANOVA.

For one-way fixed effects ANOVA, it is well known that the conventional F test of the equality of means is not robust to unequal variances, and numerous methods have been proposed for dealing with heteroscedasticity. On the basis of extensive empirical evidence of Type I error control and power performance, Welch's procedure is frequently recommended as the major alternative to the ANOVA F test...

I I I . - I Simultaneous Test Procedures for One - Way Anova and Manova Based on Rank Scores

A robust Hotelling test

Hotelling’s T 2 statistic is an important tool for inference about the center of a multivariate normal population. However, hypothesis tests and confidence intervals based on this statistic can be adversely a¤ected by outliers. Therefore, we construct an alternative inference technique based on a statistic which uses the highly robust MCD estimator [9] instead of the classical mean and covarian...