On testing homogeneity of variances for nonnormal models using entropy

DOI10.1007/S10260-007-0055-7zbMATH Open1405.62055OpenAlexW2044657771MaRDI QIDQ635882FDOQ635882

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

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zbMATH Keywords

characteristic functionentropyEdgeworth expansioncumulantssample variancechi-square distibution

Mathematics Subject Classification ID

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

Cites Work

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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
• Title not available (Why is that?)
• Jackknife empirical likelihood method for testing the equality of two variances
• Title not available (Why is that?)
• A new generalized \(p\)-value approach for testing the homogeneity of variances

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