A Two Sample Test for Mean Vectors with Unequal Covariance Matrices

DOI10.1080/03610918.2013.824587zbMath1327.62366OpenAlexW2070213865MaRDI QIDQ2943799

Tamae Kawasaki, Takashi Seo

Publication date: 4 September 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.824587

zbMATH Keywords

bias correctiontwo sample problemHotelling's \(T^{2}\) statisticmultivariate Behrens-Fisher problem\(F\) approximationapproximate degrees of freedom

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

• A solution to the multivariate behrens-fisher problem
• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
• Multivariate Behrens-Fisher problem with missing data
• The multivariate Behrens-Fisher distribution
• Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
• Note on a solution of the generalized Behrens-Fisher problem
• The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case
• A practical solution to the multivariate Behrens-Fisher problem
• Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
• On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution

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