Some extensions of anova techniques to location-scale models

Abstract

In the usual analysis of variance (ANOVA) framework, the different distributions being compared are assumed to differ only in location so that the various measures of comparison are based on these location parameters only. The shift functions, introduced by Doksum (1974, provide a natural basis for extending some of the ANOVA techniques to nonlinear model so We consider a location-scale model and discuss several measures for comparing the various populations. These measures have intuitive interpretations in "control-treatments" situations. We develop various estimation procedures and discuss their large sample properties. Asymptotically efficient multiple comparison procedures are also considered.

Keywords:

• multiple comparisons
• simultaneous confidence procedures
• shift functions