Robust tests for one-way ANOVA with LTS error terms under heteroscedasticity

GÜVEN G., Acıtaş Ş., ŞENOĞLU B.

Journal of Applied Statistics, 2026 (SCI-Expanded, Scopus) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Basım Tarihi: 2026
  • Doi Numarası: 10.1080/02664763.2026.2634781
  • Dergi Adı: Journal of Applied Statistics
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, ABI/INFORM, MathSciNet, zbMATH
  • Anahtar Kelimeler: ANOVA, heteroscedasticity, long-tailed symmetric distribution, modified likelihood
  • Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

By combining Tiku's modified maximum likelihood (MML) procedure with Welch's (W) test, the parametric bootstrap (PB) test, and the generalized F (GF) test, three different robust tests are proposed. These tests for the equality of group means are used when the underlying distribution is long-tailed symmetric (LTS) and the variances are unknown and arbitrary. The proposed tests are compared with the traditional W, PB, and GF tests based on least squares (LS) estimators in terms of their Type I error rates and powers via an extensive Monte Carlo simulation study. The simulation results indicate that the proposed tests generally perform better than the existing tests. In addition to evaluating their Type I error rates and powers, the robustness properties of the proposed tests against deviations from the assumed distribution are also investigated. Moreover, an R package called RobustANOVA, which includes the implementation of the proposed estimators and test statistics, has been made available on CRAN.