Two Approaches to extend Classical MANOVA Tests to the Unequal Covariances Case

This article presents two approaches to extend classical MANOVA tests the unequal covariances case. The first approach is illustrated by extending Wilks test, which valid only when are equal. Such will be based on exact probabilities of certain extreme regions. We also show how numerically equivalent parametric bootstrap could easily obtained without using any sampling arguments, so that resulting p-values well defined Being systematic approaches, taking similar re- searchers should able derive generalized in MANCOVA, higher-way MANOVA, and RM under heteroscedasticity, type run into difficulties.