TESTING FOR VARIANCE HOMOGENEITY OF CORRELATED VARIABLES
成果类型：
Article
署名作者：
HARRIS, P
署名单位：
Liverpool John Moores University; University of Liverpool
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/72.1.103
发表日期：
1985
页码：
103107
关键词：
摘要：
Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Of the methods, 2 are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrix and no random splitting of the sample into subsamples is required. An example of the use of the tests is provided.