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Alexandre Belloni, Gustavo Didier, On the Behrens-Fisher Problem: A Globally Convergent Algorithm and a Finite-Sample Study of the Wald, LR and LM Tests, The Annals of Statistics, Vol. 36, No. 5 (Oct.
A sample algorithm available in Algorithmia’s library. The demo code shown here to invoke the API is JavaScript, but Java and Python code can be generated as well.
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