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Robust procedures for multi-sample location problems with unequal group variances |
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| Abstract: | Robust procedures are proposed for testing the equality of several group means without assuming the equality of group variances. These statistics are obtained by modifying Welch's W and Brown-Forsythe's F* using a trimmed mean and a sine-wave M estimator.Approximate distributions of these new statistics are obtained under normality. Their performances are evaluated by Monte Carlo sampling experiments under various long-tailed symmetric distributions |
| Keywords: | Robust procedures multi-sample location problem heteroscedasticity long-tailed distributions trimming M estimator |