The multivariate Behrens-Fisher distribution

DOI10.1016/J.JMVA.2010.04.008zbMath1194.62076OpenAlexW1978952132MaRDI QIDQ990893

Carmen del Castillo, Fco. Javier Girón

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.008

zbMATH Keywords

mixtureconvolutionMonte Carlo methodsfrequentist coverageH.P.D. regions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Related Items (4)

Bootstrapping analogs of the one way MANOVA test ⋮ A Two Sample Test for Mean Vectors with Unequal Covariance Matrices ⋮ Rank-Based Inference for Multivariate Data in Factorial Designs ⋮ Parametric and nonparametric bootstrap methods for general MANOVA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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
• Default Bayesian analysis of the Behrens-Fisher problem
• A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
• Probability matching priors: Higher order asymptotics
• Generalized \(p\)-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA.
• Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
• Monte Carlo methods in Bayesian computation
• Counting and locating the solutions of polynomial systems of maximum likelihood equations. I.
• Note on a solution of the generalized Behrens-Fisher problem
• The behrens-fisher problem revisited: A bayes-frequentist synthesis
• 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
• A practical solution to the multivariate Behrens-Fisher problem
• An alternative bayesian approach to the multivariate behrens-fisher problem
• A characterization of the Behrens—Fisher distribution with applications to Bayesian inference
• Counting and Locating the Solutions of Polynomial Systems of Maximum Likelihood Equations, II: The Behrens-Fisher Problem
• Bayesian analysis of a three-component hierarchical design model
• Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
• THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES

This page was built for publication: The multivariate Behrens-Fisher distribution