Krishnamoorthy, K.; Yu, Jianqi - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 141-150
Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T2 statistic, is proposed. A satisfactory moment...