A parametric bootstrap approach for the equality of coefficients of variation

DOI10.1007/s00180-013-0421-xzbMath1306.65072OpenAlexW2005729595MaRDI QIDQ2259339

Mohammad Reza Kazemi, Ali Akbar Jafari

Publication date: 3 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0421-x

zbMATH Keywords

Monte Carlo simulationparametric bootstrapcoefficient of variation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (4)

Small sample inference for the common coefficient of variation ⋮ Inference on the equality means of several two-parameter exponential distributions under progressively Type II censoring ⋮ Accurate tests for the equality of coefficients of variation ⋮ Testing equality of quantiles of two-parameter exponential distributions under progressive type II censoring

Uses Software

• bootstrap

Cites Work

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• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
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• A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
• Use of the squared ranks test to test for the equality of the coefficients of variation
• On the Performance of a Test for Coefficient of Variation
• A two sample test of equality of coefficients of variation or relative errors
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• Tests of Coefficients of Variation of Normal Population
• Testing the equality of coefficients of variation in k normal populations
• A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
• A Nonparametric Bootstrap Test for the Equality of Coefficients of Variation
• Estimator and Tests for Common Coefficients of Variation in Normal Distributions

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