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

DOI10.1016/0167-7152(91)90133-CzbMATH Open0725.62020MaRDI QIDQ2277700FDOQ2277700

Authors: Mansoor Ahmad, Y. P. Chaubey 

Publication date: 1991

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

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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)

Cites Work

• Bayesian analysis of a three-component hierarchical design model
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Robustness of multivariate tests
• Title not available (Why is that?)
• A Bayes Approach for Combining Correlated Estimates
• Testing the equality of the variances of two linear models

Cited In (2)

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

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