On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145)
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| English | 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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0.7976478934288025
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0.7720215916633606
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0.7719632387161255
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