A1 Refereed original research article in a scientific journal
SAS/IML macros for a multivariate analysis of variance based on spatial signs
Authors: Nevalainen J, Oja H
Publisher: JOURNAL OF STATISTICAL SOFTWARE
Publication year: 2006
Journal: Journal of Statistical Software
Journal name in source: JOURNAL OF STATISTICAL SOFTWARE
Journal acronym: J STAT SOFTW
Volume: 16
Issue: 5
Number of pages: 17
ISSN: 1548-7660
Abstract
Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced.
Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced.
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