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

DOI10.1007/S10440-009-9468-7MaRDI QIDQ970474zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

approximation of distributionhomogeneity of expected valueshomoscedasticitymomentsoutliertest statistic

Mathematics Subject Classification ID

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

Recommendations

• On one test of homogeneity
• scientific article; zbMATH DE number 992652
• A Monte Carlo Test for Variance Homogeneity in Linear Models
• scientific article; zbMATH DE number 4068046
• On the admissibility and consistency of tests for homogeneity of variances

Cites work

• Bounds and Approximations for the Moments of Order Statistics
• Hölderian properties of partial sums of regression residuals
• scientific article; zbMATH DE number 4124814 (Why is no real title available?)
• scientific article; zbMATH DE number 3226460 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• scientific article; zbMATH DE number 3395165 (Why is no real title available?)
• scientific article; zbMATH DE number 3403599 (Why is no real title available?)
• Mathematical methods of statistics.
• Properties of sufficiency and statistical tests
• Sample Criteria for Testing Outlying Observations
• Testing epidemic changes of infinite dimensional parameters
• Tests for two outliers in a linear model
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(6)

• Testing for homogeneity of noisy signals evoked by repeated stimuli
• Testing the means of independent normal random variables
• Tests of independence of normal random variables with known and unknown variance ratio.
• scientific article; zbMATH DE number 3965174 (Why is no real title available?)
• scientific article; zbMATH DE number 3104683 (Why is no real title available?)
• The F-test of homoscedasticity for correlated normal variables

This page was built for publication: Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q970474)