On some test statistics for testing homogeneity of variances: a comparative study

DOI10.1080/00949655.2012.675336zbMath1453.62387OpenAlexW2082760168MaRDI QIDQ5218926

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Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.675336

zbMATH Keywords

robustnessMonte Carlo simulationANOVAtype I error rateLevene's testpower of testhomogeneity of variances

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

An uniformly superior exact multi-sample test procedure for homogeneity of variances under location-scale family of distributions ⋮ Resampling-based simultaneous confidence intervals to compare scale using deviances ⋮ Pairwise comparison of scale using deviances ⋮ <scp>ANOVA</scp> and the variance homogeneity assumption: Exploring a better gatekeeper ⋮ An update on ‘a comparative study of tests for homogeneity of variance’

Cites Work

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• The Small Sample Behavior of Some Statistics Which Test the Equality of Several Means
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• Jackknifing Variances
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• Some comparisons of tests for equality of variances^†
• Properties of sufficiency and statistical tests
• THE COMPARISON OF SEVERAL GROUPS OF OBSERVATIONS WHEN THE RATIOS OF THE POPULATION VARIANCES ARE UNKNOWN
• ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
• THE EFFECT OF UNEQUAL GROUP VARIANCES ON THE F-TEST FOR THE HOMOGENEITY OF GROUP MEANS
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

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