Journal of the Korean Statistical Society
- Volume 20 Issue 2
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- Pages.99-107
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- 1991
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Behrens-Fisher Problem from a Model Selection Point of View
- Jeon, Jong-Woo (Department of Computer Science and Statistics, Seoul National University) ;
- Lee, Kee-Won (Department of Statistics, Hallym University)
- Published : 1991.12.01
Abstract
Behrens-Fisher problem is viewed from a model selection approach. Normal distribution is regarded as an approximating model, A criterion, called TIC, is derived and is compared with selection criteria such as AIC and a bootstrap estimator. Stochastic approximation is used since no closed form expression is available for the bootstrap estimator.
Keywords
- Model Selection;
- Approximating Model;
- Operating Model;
- AIC;
- TIC;
- Bootstrap;
- Stochastic Approximation