On cochran's and hartley's tests for homogeneity of variances when observations are autocorrelated

DOI10.1080/03610919508813245zbMath0850.62429OpenAlexW1972543867MaRDI QIDQ4861295

David P. T. Chu, Brajendra Chandra Sutradhar

Publication date: 10 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813245

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Extensions of Wilks' integral equations and distributions of test statistics
• The special functions and their approximations. Vol. I, II
• Properties of sufficiency and statistical tests
• TESTING THE HOMOGENEITY OF A SET OF VARIANCES
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
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