A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices

DOI10.1007/BF02562671zbMath0811.62036MaRDI QIDQ1345537

V. Pereyra

Publication date: 4 May 1995

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Bayes factorBayes risksmultivariate normal populationsposterior probabilityvague priorminimum Bayes factor

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15)

Related Items (3)

A new test for the proportionality of two large-dimensional covariance matrices ⋮ The multivariate Behrens-Fisher distribution ⋮ A high dimensional nonparametric test for proportional covariance matrices

Cites Work

• Testing precise hypotheses. With comments and a rejoinder by the authors
• The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case
• Bayesian testing of an exponential point null hypothesis
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• A Bayesian Solution to the Multivariate Behrens-Fisher Problem
• THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES
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