Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
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Publication:394093
DOI10.1016/j.jspi.2013.07.008zbMath1279.62120OpenAlexW2011131334MaRDI QIDQ394093
Takahiro Nishiyama, Takashi Seo, Tatjana Pavlenko, Masashi Hyodo
Publication date: 24 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.07.008
high dimensionality\((N,p)\)-asymptoticsCornish-Fisher transformsDempster trace criterionmultivariate Behrens-Fisher problem
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
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