The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A solution to the multivariate behrens-fisher problem
Abstract
Some new algebra on pattern and transition matrices is used to determine the degrees of freedom and the parameter matrix, if the distribution of a linear sum of Wishart matrices is approximated by a single Wishart distribution. This approximation is then used to find a solution to the multivariate Behrens-Fisher problem similar to the Welch (1947) solution in the univariate case.
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“Nel and Merwe (1986) proposed an AHT-type test for equality of multivariate means across two samples with unequal variance-covariance matrices (i.e., the multivariate Behrens-Fisher problem, see also Krishnamoorthy and Yu 2004).”
From Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models (2018) · cites this paper as Nel and Merwe (1986)
Citations
Cites
An Approximate Distribution of Estimates of Variance Components
Satterthwaite, F. E. (1946) · Biometrics Bulletin · doi:10.2307/3002019 · Cited by 4,373
Research works printed but not linked: 20
- Anderson T.W., 1958, An introduction to Multivariate Statististical Analysis
- Archbold J.W., 1958, Algebra
- Bellman R., 1970, Introduction to matrix analysis
- Browne M.W., 1974, S. Afr. Statist. J, 8, 1
- Chikuse Y., 1980, Multivariate Statistical Analysis, 53
- 10.1007/BF02480302 · doi:10.1007/bf02480302
- Davis A.W., 1980, Multivariate Analysis, 287
- 10.1007/BF02480943 · doi:10.1007/bf02480943
- Davis A.W., 1985, Personal communication
- Johnson R.A., Applied multivariate statistical analysis
- Nel D.G., S.A. Statist. J, 12, 145
- Nel D.G., 1980, S. Afr. Statist. J, 14, 137
- Nel D.G., 1981, On patterned matrices and their applications in multivariate statistics
- 10.1016/0024-3795(85)90191-0 · doi:10.1016/0024-3795(85)90191-0
- 10.1214/aoms/1177728601 · doi:10.1214/aoms/1177728601
- 10.1214/aoms/1177730252 · doi:10.1214/aoms/1177730252
- 10.1080/03610928308828625 · DOI
- Van Der Merwe C.A., 1985, On the distribution of a linear sum of Wishart matrices and related matric-t variates
- Welch B.L., 1947, Biometrika, 34, 28
- 10.1016/0024-3795(85)90199-5 · doi:10.1016/0024-3795(85)90199-5
Cited by
(2004) · Springer Texts in Statistics · doi:10.1007/b98963 · Cited by 517
Pustejovsky, J. E., & Tipton, E. (2018) · Journal of Business & Economic Statistics · doi:10.1080/07350015.2016.1247004 · Cited by 492
Tipton, E., & Pustejovsky, J. E. (2015) · Journal of Educational and Behavioral Statistics · doi:10.3102/1076998615606099 · Cited by 362
Friedrich, S., Konietschke, F., & Pauly, M. (2019) · The R Journal · doi:10.32614/rj-2019-051 · Cited by 131
Metadata
- Authors
- Nel, D. G., & Van Der Merwe, C. A.
- Venue
- Communications in Statistics - Theory and Methods
- Publisher
- Informa UK Limited
- Published
- 1986-01
- Volume
- 15
- Issue
- 12
- Pages
- 3719-3735
- ISSN
- 0361-0926
- 1532-415X
- Cited by
- 109
- References
- 1
- Language
- en
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- CoChat. (2026). Citation check: A solution to the multivariate behrens-fisher problem. https://app.cochat.ai/papers/10.1080/03610928608829342
- The paper
- Nel, D. G., & Van Der Merwe, C. A. (1986). A solution to the multivariate behrens-fisher problem. Communications in Statistics - Theory and Methods. https://doi.org/10.1080/03610928608829342
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