On the Behrens-Fisher Problem: A globally convergent algorithm and a finite-sample study of the wald, LR and LM tests

Annals of Statistics

Volumn 36, Issue 5, 2008, Pages 2377-2408

  Belloni, Alexandre ^a   Didier, Gustavo ^b  

^a DUKE UNIVERSITY   (United States)

^b Tulane University   (United States)

Author keywords

Algorithm; Behrens Fisher Problem; High dimensional data; Hypothesis testing; Lagrange multiplier test; Likelihood ratio test; Size, power; Wald test

Indexed keywords

EID: 54349110075     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS528     Document Type: Article

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