A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices
DOI10.1080/03610928908830090zbMATH Open0696.62235OpenAlexW2088149393MaRDI QIDQ3473232FDOQ3473232
M. L. Tiku, Narayanaswamy Balakrishnan, Paramjit S. Gill
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830090
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Cites Work
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- A robust test for testing the correlation coefficient
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- Rejoinder: "Comment on 'a new Statistic for Testing Suspected Outliers'"
- Bayesian insight into tiku’s robust procedures based on asymmetric censored samples
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- Robust hotelling-type T2statistics based on the modified maximum likelihood estimators
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- On the confidence region comparison of some solutions for the multivariate behrens-fisher problem
Cited In (5)
- Testing the equality of variance-covariance matrices the robust way
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- Inference on mean sub-vectors of two multivariate normal populations with unequal covariance matrices
- 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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