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Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test

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For high-dimensional two-sample Behrens–Fisher problems, several non-scale-invariant and scale-invariant tests have been proposed. Most of them impose strong assumptions on the underlying group cov... Click to show full abstract

For high-dimensional two-sample Behrens–Fisher problems, several non-scale-invariant and scale-invariant tests have been proposed. Most of them impose strong assumptions on the underlying group cov...

Keywords: high dimensional; scale invariant; two sample; sample behrens; behrens fisher; fisher problems

Journal Title: Journal of Applied Statistics
Year Published: 2020

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