A Two Sample Test for Mean Vectors with Unequal Covariance Matrices

DOI10.1080/03610918.2013.824587MaRDI QIDQ2943799zbMATH OpenOpenAlexFDO

Authors Tamae Kawasaki, Takashi Seo

Publication date 4 September 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.824587

zbMATH Keywords

two sample problemmultivariate Behrens-Fisher problembias correctionHotelling's \(T^{2}\) statistic\(F\) approximationapproximate degrees of freedom

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A practical solution to the multivariate Behrens-Fisher problem
• A solution to the multivariate behrens-fisher problem
• Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
• Multivariate Behrens-Fisher problem with missing data
• Note on a solution of the generalized Behrens-Fisher problem
• On Solutions of the Behrens-Fisher Problem, Based on the $t$-Distribution
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
• The exact distributions of the univariate and multivariate behrens-fisher statistics with a comparison of several solutions in the univariate case
• The multivariate Behrens-Fisher distribution
• Three Approximate Solutions to the Multivariate Behrens–Fisher Problem

Cited in

(11)

• Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix
• On two-sample mean tests under spiked covariances
• Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
• On Test Statistics in Profile Analysis with High-dimensional Data
• A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
• Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
• Rank-based inference for multivariate data in factorial designs
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
• scientific article; zbMATH DE number 4215193 (Why is no real title available?)
• Bootstrapping analogs of the one way MANOVA test
• A two-stage test for the mean of a multivariate normal distribution with unknown covariance matrix

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