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

MaRDI QIDQ5487071zbMATH OpenFDO

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

Publication date 18 September 2006

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)

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