Locally most powerful test for testing the equality of variances of two linear models with common regression parameters

DOI10.1016/0167-7152(91)90133-CMaRDI QIDQ2277700zbMATH OpenFDO

Authors Mansoor Ahmad, Y. P. Chaubey

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityrobustnesslocally most powerful testelliptically symmetric distributionsASR test statisticcommon regression parametersgroup of location and scale transformationshomoscedastic normal linear modelsLMP testtesting equality of linear models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3301947 (Why is no real title available?)
• A Bayes Approach for Combining Correlated Estimates
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Bayesian analysis of a three-component hierarchical design model
• Robustness of multivariate tests
• Testing the equality of the variances of two linear models

Cited in

(2)

• A locally most powerful test for homogeneity with many strata
• A computational approach test for comparing two linear regression models with unequal variances

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