Three Approximate Solutions to the Multivariate Behrens–Fisher Problem

DOI10.1080/03610910500308396zbMath1089.62014OpenAlexW2044569136MaRDI QIDQ5719269

Hirokazu Yanagihara, Ke-Hai Yuan

Publication date: 18 January 2006

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

Full work available at URL: https://doi.org/10.1080/03610910500308396

zbMATH Keywords

tablesasymptotic expansionBartlett correctionchi-square approximationmodified Bartlett correction\(F\) approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items

Comparing latent means without mean structure models: a projection-based approach ⋮ A Two Sample Test for Mean Vectors with Unequal Covariance Matrices ⋮ Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices ⋮ Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure ⋮ A modified Bartlett test for heteroscedastic one-way MANOVA ⋮ An approximate degrees of freedom test for heteroscedastic two-way ANOVA ⋮ Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices ⋮ Parametric and nonparametric bootstrap methods for general MANOVA ⋮ On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests ⋮ Testing Equality of Mean Vectors in Two Sample Problem with Missing Data ⋮ Mean comparison: manifest variable versus latent variable ⋮ A parametric bootstrap solution to the MANOVA under heteroscedasticity ⋮ Unnamed Item ⋮ The multivariate Behrens-Fisher distribution ⋮ On Test Statistics in Profile Analysis with High-dimensional Data

Cites Work

• Unnamed Item
• 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
• Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
• Transformations with improved chi-squared approximations
• 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 Bayesian Solution to the Multivariate Behrens-Fisher Problem
• Properties of sufficiency and statistical tests
• On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution