Journal of the Korean Statistical Society

  • 제20권2호
  • /
  • Pages.99-107
  • /
  • 1991
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
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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)
  • 발행 : 1991.12.01
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초록

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.

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