A solution to the multivariate behrens-fisher problem

DOI10.1080/03610928608829342zbMath0607.62059OpenAlexW2020778194MaRDI QIDQ116796

D.g. Nel, C.A. Van Der Merwe, Cay A. van der Merwe, Daan G. Nel

Publication date: January 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829342

zbMATH Keywords

Wishart distributionmultivariate normal distributionscovariance matricesmultivariate Behrens-Fisher problemlinear combination of Wishart matrices

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites Work

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• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• On some pattern-reduction matrices which appear in statistics
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
• On approximating a linear combination of central wishart matrices with positive coefficients
• Note on the Distribution of a Definite Quadratic Form

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