Locally most powerful test for testing the equality of variances of two linear models with common regression parameters

DOI10.1016/0167-7152(91)90133-CzbMath0725.62020MaRDI QIDQ2277700

Mansoor Ahmad, Yogendra P. Chaubey

Publication date: 1991

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

zbMATH Keywords

robustnessheteroscedasticitylocally most powerful testelliptically symmetric distributionsASR test statisticcommon regression parametersgroup of location and scale transformationshomoscedastic normal linear modelsLMP testtesting equality of linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Robustness of multivariate tests
• Testing the equality of the variances of two linear models
• A Bayes Approach for Combining Correlated Estimates
• Bayesian analysis of a three-component hierarchical design model

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