Testing and estimation of equal variances for correlated variables

DOI10.1016/0167-7152(90)90079-MzbMath0712.62051MaRDI QIDQ749113

Alexander Shapiro, Ayala Cohen

Publication date: 1990

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

zbMATH Keywords

ordinary least squares estimatorcorrelated variablestest of homogeneityanalysis of covarianceaverage sample variancesgeneralized least squares estimator of the common variancegeneralized least squares statistictesting the equality of variancesWald type test statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Comparing variances of correlated variables
• Hadamard products and multivariate statistical analysis
• Asymptotic Theory of Overparameterized Structural Models
• A PROCEDURE FOR TESTING THE EQUALITY OF p CORRELATED VARIANCES
• Linear Least Squares Regression
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• A general method for analysis of covariance structures
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