Testing the equality of the variances of two linear models

DOI10.2307/3315302MaRDI QIDQ3928852zbMATH OpenOpenAlexFDO

Authors Y. P. Chaubey

Publication date 1981

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315302

zbMATH Keywords

ASR testBLUS residualsF-testGaussian approximationinvariancelinear combination of chi-squaredsMINQUE principlequadratic form

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

Cites work

• A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models
• Computing the distribution of quadratic forms in normal variables
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Gaussian approximation to a bivariate quadratic form distribution
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• Independent Stepwise Residuals for Testing Homoscedasticity
• Testing for multiplicative heteroskedasticity

Cited in

(3)

• Locally most powerful test for testing the equality of variances of two linear models with common regression parameters
• Exact moments of a ratio of two positive quadratic forms in normal variables
• The exact distribution function of the ratio of two dependent quadratic forms

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