On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
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Publication:955145
DOI10.1214/07-AOS528zbMath1274.62379arXiv0811.0672WikidataQ59487530 ScholiaQ59487530MaRDI QIDQ955145
Gustavo Didier, Alexandre Belloni
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0811.0672
algorithmlikelihood ratio testhypothesis testingpowersizeWald testhigh-dimensional dataBehrens-Fisher problemLagrange multiplier test
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