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

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  • Ajit Chaturvedi
  • Sudeep R. Bapat
  • Neeraj Joshi

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.

Suggested Citation

  • Ajit Chaturvedi & Sudeep R. Bapat & Neeraj Joshi, 2020. "Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(14), pages 3466-3480, July.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3466-3480
    DOI: 10.1080/03610926.2019.1589517
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