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SAS/IML macros for a multivariate analysis of variance based on spatial signs
Tekijät: Nevalainen J, Oja H
Kustantaja: JOURNAL OF STATISTICAL SOFTWARE
Julkaisuvuosi: 2006
Lehti: Journal of Statistical Software
Tietokannassa oleva lehden nimi: JOURNAL OF STATISTICAL SOFTWARE
Lehden akronyymi: J STAT SOFTW
Vuosikerta: 16
Numero: 5
Sivujen määrä: 17
ISSN: 1548-7660
Tiivistelmä
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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