Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test

Statistical tests for homogeneity of variance for clinical trials and recommendations

“…Extensions to testing equality of means from multivariate normal distributions under heteroscedasticity are also available. For example, Eftekhar constructed a fiducial test by inverting the fiducial confidence regions of differences between normal mean vectors [22] .…”