On testing homogeneity of variances for nonnormal models using entropy

DOI10.1007/S10260-007-0055-7MaRDI QIDQ635882zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Solomon W. Harrar, Leandro Pardo

Publication date 25 August 2011

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-007-0055-7

zbMATH Keywords

characteristic functionentropyEdgeworth expansioncumulantssample variancechi-square distibution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(6)

• Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives
• Statistically validated coeherence and intensity in temporal networks of information flows
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• Jackknife empirical likelihood method for testing the equality of two variances
• scientific article; zbMATH DE number 4003250 (Why is no real title available?)
• A new generalized \(p\)-value approach for testing the homogeneity of variances

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