TYPE I ERROR CONTROL OF TWO-GROUP MULTIVARIATE TESTS ON MEANS UNDER CONDITIONS OF HETEROGENEOUS CORRELATION STRUCTURE AND VARIED MULTIVARIATE DISTRIBUTIONS

DOI10.1081/SAC-120003848zbMath1079.62517MaRDI QIDQ4416930

Ronald D. Yockey, Rachel T. Fouladi

Publication date: 5 August 2003

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

zbMATH Keywords

Behrens-Fisher problemMANOVAHotelling's \(T^2\)Multivariate normalityHeterogeneity of correlation matricesHeterogeneity of covariance matricesMultivariate nonnormality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (1)

Simultaneous inference on all linear combinations of means with heteroscedastic errors

Cites Work

• A method for simulating non-normal distributions
• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
• Simulating multivariate nonnormal distributions
• Note on a solution of the generalized Behrens-Fisher problem
• A practical solution to the multivariate Behrens-Fisher problem
• A Monte Carlo Investigation of the Robustness of Hotelling's One- and Two-Sample T 2 Tests
• A comparison of type i error rates and power levels for seven solutions to the multivariate behrens-fisher problem
• The effect of nonnormality on some multivariate tests and robustness to nonnormality in the linear model
• On the multivariate Behrens-Fisher problem

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