Detecting a change in variances

DOI10.1080/03610928808829646zbMath0648.62025OpenAlexW1979621163MaRDI QIDQ3793513

Toshio Sakata

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829646

zbMATH Keywords

likelihood ratio testMonte Carlo methodone-sided alternativeBonferroni boundchange of variancescomparisons of conservative boundssequence of variances of normal populationsSidak boundWorsley bound

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03)

Cites Work

• Boundary crossing probabilities and statistical applications
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• On tests for detecting change in mean
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• An improved Bonferroni inequality and applications
• Association of Random Variables, with Applications
• Unnamed Item

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