Robust Trend Tests Derived and Simulated: Analogs of the Welch and Brown-Forsythe Tests

DOI10.2307/2288212zbMath0536.62026OpenAlexW4231016453MaRDI QIDQ3321236

Arthur J. Roth

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288212

zbMATH Keywords

isotonic regressionamalgamationorder restrictionsE square statisticsrobust against heterogeneous variancesrobust trend tests

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (4)

Improving the brown-forsythe solution to the generalized behrens-fisher problem ⋮ The impact of Levene's test of equality of variances on statistical theory and practice ⋮ Parametric location-scale and scale trend tests based on Levene's transformation ⋮ Step-down trend tests for identifying the minimum effective dose

This page was built for publication: Robust Trend Tests Derived and Simulated: Analogs of the Welch and Brown-Forsythe Tests