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Author

Paranut Sukcharoen

National Institute of Development Administration, Thailand
1 article in our journals

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Research ArticleOpen accessA Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance EstimationParanut Sukcharoen, Samruam ChongcharoenIn this paper, we proposed a new testing statistic for testing the equality of mean vectors from two multivariate normal populations when the covariance matrices are unknown and unequal in high–dimensional data. A new test is proposed based on the idea of keeping more information from the sample covariance matrices as much as possible. A proposed test is invariant under … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 2 Apr 2019 · 7,375 accessesView PDFCite