Heteroscedasticity and nonnormality

In this paper we consider the problem of comparing several means under heteroscedasticity and nonnormality. By combining Huber's M-estimators with the Brown-Forsythe test , several robust procedures were developed; these procedures were compared through computer simulation studies with-the Tan-Tabatabai procedure which was developed by combining Tiku's MML estimators with the Brown-Forsythe test . The numerical results indicate clearly that the Tan-Tabatabai procedure is considerably more powerful than tests based on Huber's M-estimators over a wide range of nonnormal distributions