Bartlett's, Cochran's, and Hartley's Tests on Variances are Liberal When the Underlying Distribution is Long-Tailed

DOI10.2307/2287978zbMath0625.62039OpenAlexW4245211406MaRDI QIDQ3028104

Louis-Paul Rivest

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2287978

zbMATH Keywords

chi-square distributionSchur convexitytwo-sample casenormality assumptionnormal mixtureBartlett teststar-shaped orderingCochran testmajorization theoryequality of several variancesHartley's testswithin-sample dependence

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Tests based on equivariant estimators ⋮ Simulation-based finite-sample tests for heteroskedasticity and ARCH effects ⋮ Chi-square tests under models close to the normal distribution ⋮ Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal ⋮ Unnamed Item

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