A parametric bootstrap solution to the MANOVA under heteroscedasticity
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Publication:3589983
DOI10.1080/00949650902822564zbMATH Open1195.62095OpenAlexW2015676145MaRDI QIDQ3589983FDOQ3589983
Author name not available (Why is that?)
Publication date: 17 September 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650902822564
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Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
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- Comparative Robustness of Six Tests in Multivariate Analysis of Variance
- The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
- An identity for the Wishart distribution with applications
- Some New Test Criteria in Multivariate Analysis
- Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
- A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
- Note on a solution of the generalized Behrens-Fisher problem
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- Generalized \(p\)-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA.
- The Small Sample Behavior of Some Statistics Which Test the Equality of Several Means
- A practical solution to the multivariate Behrens-Fisher problem
Cited In (25)
- On the two-sample Behrens-Fisher problem for functional data
- Generalized variable method inference for the location parameter of the general half-normal distribution
- Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
- Parametric bootstrap inferences for the growth curve models with intraclass correlation structure
- MANOVA for nested designs with unequal cell sizes and unequal cell covariance matrices
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Rank-Based Inference for Multivariate Data in Factorial Designs
- A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity
- Comparing exponential location parameters with several controls under heteroscedasticity
- Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs
- A modified Bartlett test for heteroscedastic one-way MANOVA
- Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity
- Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
- A Parametric Bootstrap Solution to Two-way MANOVA without Interaction under Heteroscedasticity: Fixed and Mixed Models
- Asymptotic‐based bootstrap approach for matched pairs with missingness in a single arm
- Parametric and nonparametric bootstrap methods for general MANOVA
- An approximate degrees of freedom test for heteroscedastic two-way ANOVA
- Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test
- Simultaneous confidence intervals for ratios of means of several lognormal distributions: a parametric bootstrap approach
- Predicting missing values: a comparative study on non-parametric approaches for imputation
- MATS: inference for potentially singular and heteroscedastic MANOVA
- A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
- Title not available (Why is that?)
- Bootstrapping analogs of the one way MANOVA test
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