DISCO ANALYSIS: A NONPARAMETRIC EXTENSION OF ANALYSIS OF VARIANCE

作者：Rizzo Maria L^*; Szekely Gabor J

来源：Annals of Applied Statistics, 2010, 4(2): 1034-1055.

DOI：10.1214/09-AOAS245

• Distance components
• DISCO
• multisample problem
• test equal distributions
• multivariate
• nonparametric MANOVA extension

In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances between-sample elements, and derive an analogous distance components (DISCO) decomposition for powers of distance in (0, 2]. The ANOVA F statistic is obtained when the index (exponent) is 2. For each index in (0, 2), this decomposition determines a nonparametric test for the multi-sample hypothesis of equal distributions that is statistically consistent against general alternatives.

• 出版日期2010-6