On cochran's and hartley's tests for homogeneity of variances when observations are autocorrelated

DOI10.1080/03610919508813245MaRDI QIDQ4861295zbMATH OpenOpenAlexFDO

Authors David P. T. Chu, Brajendra C. Sutradhar

Publication date 10 January 1996

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919508813245

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 3644353 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• Extensions of Wilks' integral equations and distributions of test statistics
• Properties of sufficiency and statistical tests
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
• TESTING THE HOMOGENEITY OF A SET OF VARIANCES
• The special functions and their approximations. Vol. I, II

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