scientific article; zbMATH DE number 992652

MaRDI QIDQ3125409zbMATH OpenFDO

Authors Fulvia Mecatti

Publication date 29 May 1997

zbMATH Keywords

Bartlett's testCochran's testexact null distributionhomogeneity of variances hypothesisinverse Mellin integral transformationMonte Carlo studynormal independent populations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03)

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(28)

• A jackknife empirical likelihood approach for testing the homogeneity of K variances
• Testing equality of variances for multiple univariate normal populations
• An alternative test for the equality of variances for several populations in randomised complete block design
• A Note on Bartlett'sMTest for Homogeneity of Variances
• Testing for equivalence of variances using Hartley's ratio
• On one test of homogeneity
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• On testing homogeneity of variances for gaussian models
• An approximate test of variance homogeneity based on grubbs' estimators
• Anom - type graphical method for testing the equality of several variances
• Testing the variance of symmetric heavy-tailed distributions
• scientific article; zbMATH DE number 1054359 (Why is no real title available?)
• An Analysis-of-Means-Type Test for Variances from Normal Populations
• A NEW TEST FOR EQUALITY OF VARIANCES FOR k NORMAL POPULATIONS
• Improved tests for homogeneity of variances
• A Monte Carlo Test for Variance Homogeneity in Linear Models
• Multisample Tests for the Equality of Dispersions Based on Quantiles
• Two non-parametric, analysis-of-means-type tests for homogeneity of variances
• On some test statistics for testing homogeneity of variances: a comparative study
• A test for equality of variances with censored samples
• On the admissibility and consistency of tests for homogeneity of variances
• TABLES FOR TESTING THE HOMOGENEITY OF A SET OF ESTIMATED VARIANCES
• A new exact p-value approach for testing variance homogeneity
• An Alternative Test for the Equality of Variances for Several Populations When the Underlying Distributions are Normal
• Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions
• A new generalized \(p\)-value approach for testing the homogeneity of variances

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