Pages that link to "Item:Q5819801"

The following pages link to NON-NORMALITY AND TESTS ON VARIANCES (Q5819801):

Displaying 48 items.

• The forward search: theory and data analysis (Q2511326) (← links)
• Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions (Q2513906) (← links)
• Brittleness of Bayesian inference under finite information in a continuous world (Q2514805) (← links)
• On the simultaneous stabilization of variances and covariances (Q2524334) (← links)
• Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models (Q2547431) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• On the Brittleness of Bayesian Inference (Q2808261) (← links)
• How to Marry Robustness and Applied Statistics (Q2963075) (← links)
• A Note on Bartlett's<i>M</i>Test for Homogeneity of Variances (Q3058395) (← links)
• Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives (Q3068112) (← links)
• Levene type tests for the ratio of two scales (Q3087815) (← links)
• A theory of portfolio revision: robustness and truncation problems (Q3339611) (← links)
• Testing variance equality with randmization tests (Q3350481) (← links)
• Brief investigation of tests of variability in the two-sample case (Q3615032) (← links)
• Adaptive robust estimation of location and scale parameters of symmetric populations (Q3851430) (← links)
• Maximum absolute error for bartlett's chi-square approximation (Q3963854) (← links)
• A new jackknife test for homogeneity of variances (Q4019264) (← links)
• Effect of truncating the distribution on a sequaential test (Q4082892) (← links)
• A survey of nonparametric tests for scale (Q4136341) (← links)
• A distribution-free one-sample test for dispersion^† (Q4139480) (← links)
• An empirical study of the cube - root test for homogeneity of variance with respect to the effects of non - normality and power (Q4151566) (← links)
• A procedure for testing the equality of<i>k</i>dependent correlation coefficients (Q4171444) (← links)
• Small sample size comparisons of tests for homogeneity of variances by Monte-Carlo (Q4195800) (← links)
• The Optimal Breakdown M-Test and Score Test (Q4211735) (← links)
• Robustness Properties of the Pitman–Morgan Test (Q4414364) (← links)
• Improved tests for homogeneity of variances (Q4607397) (← links)
• Approximate critical values with error bounds for bartlett's test of homogeneity of variances for unequal sample sizes (Q4743588) (← links)
• A Note on Determining the<b><i>p</i></b>-Value of Bartlett's Test of Homogeneity of Variances (Q4795554) (← links)
• A Robust Bayesian Random Effects Model for Nonlinear Calibration Problems (Q4911935) (← links)
• Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758) (← links)
• Confidence intervals for the ratio of two variances (Q5129104) (← links)
• A test for equality of variances with censored samples (Q5220730) (← links)
• Testing multiple-group variance equality with randomization procedures (Q5438714) (← links)
• Stabilit�t statistischer Entscheidungsprobleme und Anwendungen in der Diskriminanzanalyse (Q5657502) (← links)
• A stochastic simulation study of a rank-like test for dispersion which is distribution-free under location differences (Q5660382) (← links)
• Robust estimation: A condensed partial survey (Q5670096) (← links)
• Visualizing Tests for Equality of Covariance Matrices (Q5869269) (← links)
• A new exact <i>p</i>-value approach for testing variance homogeneity (Q5880105) (← links)
• Non- and semiparametric statistics: compared and contrasted (Q5928932) (← links)
• Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)
• Are You All Normal? It Depends! (Q6089882) (← links)
• SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting (Q6134328) (← links)
• M-estimates: a review and application for decision-making under uncertainty (Q6198097) (← links)
• Bayesian Robustness: A Nonasymptotic Viewpoint (Q6567906) (← links)
• A journey of discovery with George Box (Q6570547) (← links)
• George Box and Bayesian inference (Q6570553) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• A robust regression method based on Pearson type VI distribution (Q6637744) (← links)