A comparison of some MANOVA-type tests based on least distance. (English) Zbl 0929.62063
Summary: We consider some tests similar to those of classical multivariate analysis of variance but based on least distances rather than on least squares. The tests are compared. We also examine what sample size is sufficient to use approximations suggested by the asymptotic theory. The paper is a small-scale simulation study aimed at supplementing earlier asymptotic results. We conclude that tests which are known to have the same asymptotic properties, in fact behave quite differently for moderate sample sizes.
MSC:
| 62H15 | Hypothesis testing in multivariate analysis |
| 62J10 | Analysis of variance and covariance (ANOVA) |
| 65C60 | Computational problems in statistics (MSC2010) |
Keywords:
multivariate analysis of variance; least distances; least absolute deviations; asymptotic distribution; simulationsReferences:
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