Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure

Ajit Chaturvedi, Sudeep R. Bapat and Neeraj Joshi

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 14, 3466-3480

Abstract: In this article, we have proposed a three-stage procedure for the estimation of the difference of the means of two multivariate normal populations having unknown and unequal variances. Point as well as confidence region estimation is done for the same. Here, we have used the concept of classical Behrens-Fisher problem. Second-order approximations are obtained in both the cases, i.e., point estimation and confidence region estimation.

Date: 2020
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DOI: 10.1080/03610926.2019.1589517

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