On the admissibility and consistency of tests for homogeneity of variances (Q582747)

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On the admissibility and consistency of tests for homogeneity of variances
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    On the admissibility and consistency of tests for homogeneity of variances (English)
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    1989
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    The authors consider the hypothesis testing problem for the homogeneity of variances in the one-way fixed and balanced analysis of variance model under the assumptions of independence and normality. They obtain a necessary and sufficient condition for admissibility of a test among the class of scale invariant tests. In particular they show that some classical tests such as Hartley's test and Cochran's test are not admissible. A certain limiting property (parameter consistency) of scale invariant tests is defined and it is shown that several well-known tests are parameter consistent for all significance levels. They also show that some well-known tests may not be parameter consistent or may be parameter consistent only for certain significance levels. Extensions to non-normal cases are also indicated.
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    maximal invariant parameter
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    Kullback-Leibler distance
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    likelihood ratio test
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    locally most powerful unbiased test
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    robust tests
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    homogeneity of variances
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    one-way fixed and balanced analysis of variance model
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    independence
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    normality
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    class of scale invariant tests
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    Hartley's test
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    Cochran's test
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    parameter consistency
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    significance levels
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    non-normal cases
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