Add to ORKGIn this paper we discuss the well known multivariate Behrens-Fisher prob-lem which deals with testing the equality of two normal mean vectors under heteroscedasticity of dispersion matrices. Some existing tests are reviewed and a new test based on Roy's union-intersection principle coupled with the generalized P-value is proposed. The tests are compared with respect to size and power based on simulation, and applied to a few useful data sets. AMS Subject Classication: 62H10, 62H1
A new test to the multivariate Behrens–Fisher problem is obtained by modifying Nel and Van der Merwe...
This paper presents the generalized p-values for testing the Behrens-Fisher problem when a ratio of ...
Three problems in multivariate analysis are considered. Exact, approximate, and numerical solutions ...
In this work we are concerned with the problem of testing the equality of the means from the two pop...
For two multivariate normal populations with unequal covariance matrices, a procedure is developed f...
AbstractTsui and Weerahandi (1989) defined generalized p-values for testing statistical hypothesis i...
In this paper we proposed a new statistical test for testing the covariance matrix in one population...
An analytical problem, which arises in the statistical problem of comparing the means of two normal ...
AbstractFor two multivariate normal populations with unequal covariance matrices, a procedure is dev...
When testing the equality of the means from two independent normally distributed populations given t...
In der vorliegenden Arbeit wird das Behrens-Fisher-Problem auf den Fall multivariater ...
The problem of testing the equality of two normal means when variances are not known is called the B...
This paper presents the generalized p-values for testing the Behrens-Fisher problem when one varianc...
Defining a location parameter as a generalization of the median, a robust test is proposed for (a) t...
The problem of testing the equality of mean vectors for high-dimensional data has been intensively i...
A new test to the multivariate Behrens–Fisher problem is obtained by modifying Nel and Van der Merwe...
This paper presents the generalized p-values for testing the Behrens-Fisher problem when a ratio of ...
Three problems in multivariate analysis are considered. Exact, approximate, and numerical solutions ...
In this work we are concerned with the problem of testing the equality of the means from the two pop...
For two multivariate normal populations with unequal covariance matrices, a procedure is developed f...
AbstractTsui and Weerahandi (1989) defined generalized p-values for testing statistical hypothesis i...
In this paper we proposed a new statistical test for testing the covariance matrix in one population...
An analytical problem, which arises in the statistical problem of comparing the means of two normal ...
AbstractFor two multivariate normal populations with unequal covariance matrices, a procedure is dev...
When testing the equality of the means from two independent normally distributed populations given t...
In der vorliegenden Arbeit wird das Behrens-Fisher-Problem auf den Fall multivariater ...
The problem of testing the equality of two normal means when variances are not known is called the B...
This paper presents the generalized p-values for testing the Behrens-Fisher problem when one varianc...
Defining a location parameter as a generalization of the median, a robust test is proposed for (a) t...
The problem of testing the equality of mean vectors for high-dimensional data has been intensively i...
A new test to the multivariate Behrens–Fisher problem is obtained by modifying Nel and Van der Merwe...
This paper presents the generalized p-values for testing the Behrens-Fisher problem when a ratio of ...
Three problems in multivariate analysis are considered. Exact, approximate, and numerical solutions ...