A robust method is proposed for simultaneous pairwise comparison using permutation tests and median differences. The new procedure provides strong control of familywise error rate and has better power properties than the median procedure of Nemenyi/Levy. It can be more powerful than the Tukey-Kramer procedure using mean differences, especially for nonnormal distributions and unequal sample sizes.
Richter, Scott J. and McCann, Melinda H.
"Multiple Comparison of Medians Using Permutation Tests,"
Journal of Modern Applied Statistical Methods:
2, Article 6.
Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss2/6