Robust statistic for the one-way MANOVA

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...

Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality

This paper is concerned with the distributions of some test statistics for a multivariate linear hypothesis under nonnormality. The test statistics considered include the likelihood ratio statistic, the Lawley-Hotelling trace criterion and the BartlettNanda-Pillai trace criterion, under normality. We derive asymptotic expansions of the null distributions of these test statistics up to the order...

A Monte Carlo Comparison of Robust MANOVA Test Statistics

Multivariate Analysis of Variance (MANOVA) is a popular statistical tool in the social sciences, allowing for the comparison of mean vectors across groups. MANOVA rests on three primary assumptions regarding the population: (a) multivariate normality, (b) equality of group population covariance matrices and (c) independence of errors. When these assumptions are violated, MANOVA does not perform...

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

Robust efficiency in data envelopment analysis with VRS technology

One of the fundamental problems in the classic DEA is lack of ability to distinguish unit's performance scores that is considered as a disadvantage. Recently, Parkan et al. [9] tried to address this problem.   They proposed to assess each unit both optimistic and pessimistic views are taken into account. In contrast to traditional evaluation, one index is considered for each unit based on the l...