A comparison of tests of equality of variances

DOI10.1016/0167-9473(95)00054-2zbMath0900.62101OpenAlexW2081971734MaRDI QIDQ1351892

Tjen-Sien Lim, Weih-Yin Loh

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00054-2

zbMATH Keywords

RobustnessBootstrapPowerBartlett testBox-Andersen testHomogeneity of variancesJackknife testLevene test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (28)

An uniformly superior exact multi-sample test procedure for homogeneity of variances under location-scale family of distributions ⋮ A bi-objective weighted model for improving the discrimination power in MCDEA ⋮ Preliminary tests when comparing means ⋮ A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty ⋮ Semiparametric tests for equality of two independent variances ⋮ Pairwise comparisons for Levene-style variability parameters ⋮ The impact of Levene's test of equality of variances on statistical theory and practice ⋮ \(K\)-sample tests for equality of variances of random fuzzy sets ⋮ Improved tests for homogeneity of variances ⋮ The behaviour of the modified Levene's test when data are not normally distributed ⋮ Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio ⋮ Jackknife empirical likelihood method for testing the equality of two variances ⋮ Adaptive bootstrap tests and its competitors in the c-sample scale problem ⋮ Variable Selection for Heteroscedastic Data Through Variance Estimation ⋮ A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances ⋮ Sensitivity analysis based dimension reduction of multiscale models ⋮ Testing homogeneity of variances with unequal sample sizes ⋮ Some multiple comparison procedures for variances from non-normal populations. ⋮ A bootstrap test for equality of variances ⋮ A new efficient statistical test for detecting variability in the gene expression data ⋮ Comparing variances and other measures of dispersion ⋮ A new generalized \(p\)-value approach for testing the homogeneity of variances ⋮ Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives ⋮ An update on ‘a comparative study of tests for homogeneity of variance’ ⋮ A test for equality of variances with censored samples ⋮ Levene type tests for the ratio of two scales ⋮ Applied regression analysis bibliography update 1994-97 ⋮ An Adjustment to the Bartlett's Test for Small Sample Size

Uses Software

• RANLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Resampling from centered data in the two-sample problem
• Robust techniques for testing heterogeneity of variance effects in factorial designs
• ON LEVENE'S TESTS OF VARIANCE HOMOGENEITY
• Bootstrap Methods for Testing Homogeneity of Variances
• Tests for homogeneity of variance
• A new jackknife test for homogeneity of variances
• Robust Tests for the Equality of Variances
• Small sample size comparisons of tests for homogeneity of variances by Monte-Carlo
• Jackknifing Variances
• Some comparisons of tests for equality of variances^†
• Properties of sufficiency and statistical tests
• NON-NORMALITY AND TESTS ON VARIANCES

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