On the Behrens–Fisher problem from the spatial median point of view

DOI10.1080/00949655.2014.951358zbMath1457.62184OpenAlexW2042374052MaRDI QIDQ5222266

František Rublík, Ján Somorčík

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.951358

zbMATH Keywords

robustnesssimulationsBehrens-Fisher problemspatial medianfinite sample performanceDümbgen matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• R
• mvtnorm
• ICSNP

Cites Work

• Unnamed Item
• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
• Computation of multivariate normal and \(t\) probabilities
• A distribution-free M-estimator of multivariate scatter
• Uniqueness of the spatial median
• On Tyler's \(M\)-functional of scatter in high dimension
• AFFINE-EQUIVARIANT SPATIAL MEDIAN AND ITS USE IN THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM
• A practical solution to the multivariate Behrens-Fisher problem
• The multivariate L ₁ -median and associated data depth
• A Rank-Based Test for Comparison of Multidimensional Outcomes

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