Testing and estimation of equal variances for correlated variables

DOI10.1016/0167-7152(90)90079-MMaRDI QIDQ749113zbMATH OpenFDO

Authors Alexander Shapiro, Ayala Cohen

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

ordinary least squares estimatorcorrelated variablestest of homogeneityanalysis of covarianceaverage sample variancesgeneralized least squares estimator of the common variancegeneralized least squares statistictesting the equality of variancesWald type test statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4074167 (Why is no real title available?)
• scientific article; zbMATH DE number 3441501 (Why is no real title available?)
• scientific article; zbMATH DE number 3297790 (Why is no real title available?)
• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• A PROCEDURE FOR TESTING THE EQUALITY OF p CORRELATED VARIANCES
• A general method for analysis of covariance structures
• Asymptotic Theory of Overparameterized Structural Models
• Comparing variances of correlated variables
• Hadamard products and multivariate statistical analysis
• Linear Least Squares Regression
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Cited in

(10)

• A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison
• Testing Equality of Correlated Exponential Variables
• Inference on the Common Variance of Correlated Normal Random Variables
• On the effect of correlation and unequal variances in detecting a spurious observation
• Using randomization test when errors are unequally correlated
• On Testing the Mean Equivalence of Treatments from Correlated Normal Populations
• Comparing variances of correlated variables
• Fixing theFTest for Equal Variances
• scientific article; zbMATH DE number 1031949 (Why is no real title available?)
• On Testing Equality of Means of Correlated Variates with Incomplete Data

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