A Multivariate Kruskal-Wallis Test With Post Hoc Procedures.

An explicit statement of a statistic which is a nonparametric analogue to one-way MANOVA is presented. The statistic is a multivariate extension of the nonparametric Kruskal-Wallis test (1952). The large sample reference distribution of the test statistic is derived together with a set of computational formulas for the test statistic. In addition two post hoc procedures are developed and compared. The statistic and its post hoc procedures are illustrated with a data example from the behavioral sciences.