Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs

2022/11/28 by Marléne Baumeister, Baumeister, Marléne, Marc Ditzhaus +3 · 2 citations
Business, Management and Accounting · Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Optimal Experimental Design Methods #Product Development and Customization #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2211.15484

openalex publication_date 2022/11/28 · openalex created_date 2022/12/10 · openalex updated_date 2026/07/28

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.

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