A Two Sample Test for Mean Vectors with Unequal Covariance Matrices

DOI10.1080/03610918.2013.824587zbMATH Open1327.62366OpenAlexW2070213865MaRDI QIDQ2943799FDOQ2943799

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

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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)

Cites Work

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

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
• Title not available (Why is that?)
• Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
• 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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