On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145): Difference between revisions

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Latest revision as of 19:36, 28 June 2024

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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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    On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (English)
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    18 November 2008
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    Behrens-Fisher problem
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    high-dimensional data
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    hypothesis testing
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    algorithm
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    Wald test
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    likelihood ratio test
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    Lagrange multiplier test
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    size
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    power
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