On testing for a change in variance: new tests and a Monte Carlo study

zbMATH Open1096.62042MaRDI QIDQ5487071FDOQ5487071

Authors: Mohamed G. Habib, Adel I. Bargal, Emad-Eldin A. A. Aly 

Publication date: 18 September 2006

Recommendations

• scientific article; zbMATH DE number 2152212
• scientific article; zbMATH DE number 1241175
• Detection of a change-point in variance by a weighted sum of powers of variances test
• On testing for a change-point in variance of normal distribution.
• scientific article; zbMATH DE number 853657

zbMATH Keywords

homogeneity of varianceschange-pointpower of testsBox-Anderson test\(L\)-statistics, Bartlett test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05)

Cited In (4)

• On testing for a change-point in variance of normal distribution.
• Title not available (Why is that?)
• Off-line testing for a changed segment in the sample variance
• Homogeneity of variances in normal linear regression with a change point

This page was built for publication: On testing for a change in variance: new tests and a Monte Carlo study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5487071)