A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
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Publication:3473232
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Cites work
- scientific article; zbMATH DE number 3881695 (Why is no real title available?)
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- Monte Carlo study of some simple estimators in censored normal samples
- Note on a solution of the generalized Behrens-Fisher problem
- On the confidence region comparison of some solutions for the multivariate behrens-fisher problem
- On the multivariate Behrens-Fisher problem
- Rejoinder: "Comment on 'a new Statistic for Testing Suspected Outliers'"
- Robust hotelling-type T2statistics based on the modified maximum likelihood estimators
- Robust test for means when population variances are unequal
- Robustness of MML estimators based on censored samples and robust test statistics
- THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
- Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances
- The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
Cited in
(6)- The U-statistics testing method in testing the equality of two population means
- Testing the equality of variance-covariance matrices the robust way
- Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
- scientific article; zbMATH DE number 2015228 (Why is no real title available?)
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- A Test of Equality of Mean Vectors of Several Heteroscedastic Multivariate Populations
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