Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs
Statistics Theory
2022-11-29 v1 Statistics Theory
Abstract
Multivariate analysis-of-variance (MANOVA) is a well established tool to examine multivariate endpoints. While classical approaches depend on restrictive assumptions like normality and homogeneity, there is a recent trend to more general and flexible proce dures. In this paper, we proceed on this path, but do not follow the typical mean-focused perspective. Instead we consider general quantiles, in particular the median, for a more robust multivariate analysis. The resulting methodology is applicable for all kind of factorial designs and shown to be asymptotically valid. Our theoretical results are complemented by an extensive simulation study for small and moderate sample sizes. An illustrative data analysis is also presented.
Keywords
Cite
@article{arxiv.2211.15484,
title = {Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs},
author = {Marléne Baumeister and Marc Ditzhaus and Markus Pauly},
journal= {arXiv preprint arXiv:2211.15484},
year = {2022}
}