A statistical information theory approach to compare the homogeneity of several variances
| dc.contributor.author | Pardo Llorente, Julio Ángel | |
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.contributor.author | Vicente, M.L. | |
| dc.contributor.author | Esteban, M.D. | |
| dc.date.accessioned | 2023-06-20T17:07:47Z | |
| dc.date.available | 2023-06-20T17:07:47Z | |
| dc.date.issued | 1997-06-05 | |
| dc.description.abstract | On the basis of the informational energy an alternative test of homogeneity of variances in samples from normal populations is developed. In addition, several of the more well-known statistics for performing this type of analysis and the new test proposed here are compared in a Monte Carlo study. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | DGICYT | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/17765 | |
| dc.identifier.doi | 10.1016/S0167-9473(96)00080-1 | |
| dc.identifier.issn | 0167-9473 | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0167947396000801 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57815 | |
| dc.issue.number | 4 | |
| dc.journal.title | Computational Statistics and Data Analysis | |
| dc.language.iso | eng | |
| dc.page.final | 416 | |
| dc.page.initial | 411 | |
| dc.publisher | Elsevier Science | |
| dc.relation.projectID | PB94-0308 | |
| dc.relation.projectID | PB93-0022 | |
| dc.rights.accessRights | restricted access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Test for homogeneity of variances | |
| dc.subject.keyword | Informational energy | |
| dc.subject.keyword | Monte Carlo simulation | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | A statistical information theory approach to compare the homogeneity of several variances | |
| dc.type | journal article | |
| dc.volume.number | 24 | |
| dcterms.references | Bartlett, M.S., Properties of sufficiency and statistical tests, Proc. Roy. Soc. Ser. A, 160 (1937) 268-282. Bickel, P.J. and K.A. Doksum, Mathematical statistics: Basic ideas and selected topics (Holden-Day, San Fransisco, CA, 1977). Box, G.E.P., Non-normality and test on variance, Biometrika, 40 (1953) 318-335. Conover, W.J., M.E. Johnson and M.M. Johnson, A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data, Technometrics, 23 (1981) 351-361. Games, P.A., H.B. Winkler and D.A. Probert, Robust test for homogeneity of variance, Educ. Psychol. Meas., 32 (1972) 887-909. Gartside, P.S., A study of methods for comparing several variances, J. Amer. Statist. Assoc., 67 (1972) 342-346. Hartley, H.O., The maximum F-ratio as a short-cut test for heterogeneity of variance, Biometrika, 37 (1950) 308-312. Layard, M.W.J., Robust large-sample test for homogeneity of variances, J. Amer. Statist. Assoc., 68 (1973) 195-198. Morales D., M.L. Menéndez, M. Salicrú and L. Pardo, Asymptotic properties of divergence statistics in a stratified random sampling and its applications to test statistical hypotheses, J. Statist. Plann. Inference, 38 (1994) 201-222. Neyman, J. and E.S. Pearson, On the problem of k samples, Bull. Acad. Polon. Sci. Lett. Ser. A, 460-481. Salicrú M., L. Pardo, D. Morales and M.L. Menéndez, Asymptotic distributions of (h, phi)-entropies, Comm. Statist., 22 (1993) 2015-2031. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 5e051d08-2974-4236-9c25-5e14369a7b61 | |
| relation.isAuthorOfPublication.latestForDiscovery | 5e051d08-2974-4236-9c25-5e14369a7b61 |
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