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A comparison of tests of equality of variances

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  • Lim, Tjen-Sien
  • Loh, Wei-Yin
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-3VW8N6H-5/2/91a99d4ee1af17ce5ebbd3b7b4312c40
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 22 (1996)
    Issue (Month): 3 (July)
    Pages: 287-301

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    Handle: RePEc:eee:csdana:v:22:y:1996:i:3:p:287-301

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    Web page: http://www.elsevier.com/locate/csda

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    References

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    1. Ralph O'Brien, 1978. "Robust techniques for testing heterogeneity of variance effects in factorial designs," Psychometrika, Springer, vol. 43(3), pages 327-342, September.
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    Cited by:
    1. I. Parra-Frutos, 2013. "Testing homogeneity of variances with unequal sample sizes," Computational Statistics, Springer, vol. 28(3), pages 1269-1297, June.
    2. Thorpe, David P. & Holland, Burt, 2000. "Some multiple comparison procedures for variances from non-normal populations," Computational Statistics & Data Analysis, Elsevier, vol. 35(2), pages 171-199, December.
    3. Ramos-Guajardo, Ana Belén & Lubiano, María Asunción, 2012. "K-sample tests for equality of variances of random fuzzy sets," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 956-966.
    4. Ghasemi, M.-R. & Ignatius, Joshua & Emrouznejad, Ali, 2014. "A bi-objective weighted model for improving the discrimination power in MCDEA," European Journal of Operational Research, Elsevier, vol. 233(3), pages 640-650.
    5. Isabel Parra-Frutos, 2009. "The behaviour of the modified Levene’s test when data are not normally distributed," Computational Statistics, Springer, vol. 24(4), pages 671-693, December.
    6. Chia, Rui Ming Daryl & Lim, Kai Jie Shawn, 2012. "The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market," MPRA Paper 41455, University Library of Munich, Germany.

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