文章基本信息

标题：SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs
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作者：Jaakko Nevalainen ; Hannu Oja
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2006
卷号：16
期号：1
页码：1-17
语种：English
出版社：University of California, Los Angeles
摘要：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.