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On the Behrens-Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests

Belloni, A.; Didier, G.

Annals of statistics. VOL 36; NUMB 5, ; 2008, 2377-2408 -- IMS INSTITUTE OF MATHEMATICAL STATISTICS (pages 2377-2408) -- 2008

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