Varstab: a procedure for determining homoscedastic transformations of multivariate normal populations

Abstract

Gnanadesikan 1977 illustrates the utility of the power transformations considered by Moore and Tukey (1954) Box and Cox (1964), and Andrews, Gnanadesikan, and Warner (1971). These transformations have been used to obtain and assess both the marginal and joint normality of the underlying distributions. This paper investigates the utility of this procedure in defining homoscedastic transformations in multivariate populations.

Keywords:

• power transformations
• Fletcher-Powell steepest descent algorithm
• homogeneity of variances