Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions

DOI10.1007/S10440-009-9468-7zbMATH Open1186.62079OpenAlexW1979568127MaRDI QIDQ970474FDOQ970474

Authors: Janusz L. Wywiał 

Publication date: 19 May 2010

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-009-9468-7

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zbMATH Keywords

momentsoutlierhomoscedasticitytest statisticapproximation of distributionhomogeneity of expected values

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Properties of sufficiency and statistical tests
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• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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• Mathematical methods of statistics.
• Tests for two outliers in a linear model
• Sample Criteria for Testing Outlying Observations
• Testing epidemic changes of infinite dimensional parameters
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• Hölderian properties of partial sums of regression residuals
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• Bounds and Approximations for the Moments of Order Statistics

Cited In (5)

• Tests of independence of normal random variables with known and unknown variance ratio.
• Testing for homogeneity of noisy signals evoked by repeated stimuli
• Title not available (Why is that?)
• Title not available (Why is that?)
• The \(F\)-test of homoscedasticity for correlated normal variables

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