Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
From MaRDI portal
Publication:5086357
DOI10.1080/03610918.2019.1649698OpenAlexW2965761289MaRDI QIDQ5086357
Publication date: 5 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1649698
Cites Work
- Unnamed Item
- Unnamed Item
- A method for simulating non-normal distributions
- Union-intersection permutation solution for two-sample equivalence testing
- The two-sample \(t\) test: pre-testing its assumptions does not pay off
- Variance reduction for Bernoulli response variables in simulation
- A multivariate extension of union-intersection permutation solution for two-sample testing
- Testing Statistical Hypotheses of Equivalence and Noninferiority
- THE PROBABLE ERROR OF A MEAN
- Mathematical Statistics
- Practical Solutions of the Behrens-Fisher Problem
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
This page was built for publication: Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality