Mostrar el registro sencillo del ítem

dc.contributor.authorCastillo-Vázquez, Carmen 
dc.contributor.authorGirón González-Torre, F. Javier
dc.date.accessioned2023-11-21T06:57:30Z
dc.date.available2023-11-21T06:57:30Z
dc.date.created2023
dc.date.issued2023
dc.identifier.urihttps://hdl.handle.net/10630/28083
dc.description.abstractThe multivariate Behrens-Fisher problem consists of testing the equality of the mean vectors of two independent multivariate normal populations with unknown and arbitrary covariance matrices. In this work we provide a Bayesian solution to the multivariate Behrens-Fisher problem based on Bayes factors. For this purpose, the problem is formulated as a homogeneity testing problem and a hierarchical model is considered that allows us to derive a Bayes factor. The use of such a hierarchical model solves the problem that arises in the calculation of the Bayes factor when improper prior distributions are used. The relationship of the proposed Bayes factor with the multivariate Behrens-Fisher distribution is analysed and it is also shown to be consistent. Finally, some examples and comparisons with some frequentist tests are given.es_ES
dc.description.sponsorshipUniversidad de Málaga. Campus de Excelencia Internacional Andalucíaes_ES
dc.language.isoenges_ES
dc.rightsinfo:eu-repo/semantics/openAccesses_ES
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectModelos matemáticoses_ES
dc.subjectEstadística bayesianaes_ES
dc.subjectModelos multinivel (Estadística)es_ES
dc.subject.otherBehrens-Fisher problemes_ES
dc.subject.otherBayes factores_ES
dc.subject.otherHierarchical modelses_ES
dc.titleA Bayesian approach to the multivariate Behrens-Fisher problem.es_ES
dc.typeinfo:eu-repo/semantics/conferenceObjectes_ES
dc.centroFacultad de Cienciases_ES
dc.relation.eventtitleXL Congreso Nacional de Estadística e Investigación Operativaes_ES
dc.relation.eventplaceElche, Españaes_ES
dc.relation.eventdate7 al 10 de noviembre de 2023es_ES
dc.rights.ccAttribution-NonCommercial-NoDerivatives 4.0 Internacional*


Ficheros en el ítem

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Excepto si se señala otra cosa, la licencia del ítem se describe como Attribution-NonCommercial-NoDerivatives 4.0 Internacional