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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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  • Lim, Tjen-Sien & Loh, Wei-Yin, 1996. "A comparison of tests of equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 287-301, July.
    • Handle: RePEc:eee:csdana:v:22:y:1996:i:3:p:287-301
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    References listed on IDEAS

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    1. Ralph O'Brien, 1978. "Robust techniques for testing heterogeneity of variance effects in factorial designs," Psychometrika, Springer;The Psychometric Society, vol. 43(3), pages 327-342, September.
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    1. 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.
    2. Liu, Xuhua & Xu, Xingzhong, 2010. "A new generalized p-value approach for testing the homogeneity of variances," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1486-1491, October.
    3. Chen Du & Russell Keast & Sze-Yen Tan & Robin M. Tucker, 2023. "The Effects of Acute Sleep Curtailment on Salt Taste Measures and Relationships with Energy-Corrected Sodium Intake: A Randomized Cross-Over Trial with Methodology Validation," IJERPH, MDPI, vol. 20(5), pages 1-17, February.
    4. Polko-Zając Dominika, 2019. "On Permutation Location–Scale Tests," Statistics in Transition New Series, Polish Statistical Association, vol. 20(4), pages 153-166, December.
    5. I. Parra-Frutos, 2013. "Testing homogeneity of variances with unequal sample sizes," Computational Statistics, Springer, vol. 28(3), pages 1269-1297, June.
    6. Ryan C. Erps & Kimihiro Noguchi, 2020. "A Robust Test for Checking the Homogeneity of Variability Measures and Its Application to the Analysis of Implicit Attitudes," Journal of Educational and Behavioral Statistics, , vol. 45(4), pages 403-425, August.
    7. Bolier Torres & Jhenny Cayambe & Susana Paz & Kelly Ayerve & Marco Heredia-R & Emma Torres & Marcelo Luna & Theofilos Toulkeridis & Antón García, 2022. "Livelihood Capitals, Income Inequality, and the Perception of Climate Change: A Case Study of Small-Scale Cattle Farmers in the Ecuadorian Andes," Sustainability, MDPI, vol. 14(9), pages 1-20, April.
    8. 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.
    9. Maciej Ryczkowski, 2021. "Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 17-44, January.
    10. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf, 2019. "Permutation Tests for Comparing Inequality Measures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 457-470, July.
    11. I. Parra-Frutos, 2016. "Preliminary tests when comparing means," Computational Statistics, Springer, vol. 31(4), pages 1607-1631, December.
    12. Herbert Buning & Michael Rietz, 2008. "Adaptive bootstrap tests and its competitors in the c-sample scale problem," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(8), pages 853-866.
    13. Yongli Sang, 2021. "A Jackknife Empirical Likelihood Approach for Testing the Homogeneity of K Variances," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(7), pages 1025-1048, October.
    14. Nikishova, Anna & Comi, Giovanni E. & Hoekstra, Alfons G., 2020. "Sensitivity analysis based dimension reduction of multiscale models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 205-220.
    15. 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.
    16. David Soave & Lei Sun, 2017. "A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty," Biometrics, The International Biometric Society, vol. 73(3), pages 960-971, September.
    17. Joep Burger & Jacqueline Beuningen, 2020. "Measuring well-being dispersion on discrete rating scales," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(3), pages 749-773, June.
    18. Cahoy, Dexter O., 2010. "A bootstrap test for equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2306-2316, October.
    19. Long Zhao & Deepayan Chakrabarti & Kumar Muthuraman, 2019. "Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio," Operations Research, INFORMS, vol. 67(4), pages 965-983, July.
    20. 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.
    21. 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.
    22. Dominika Polko-Zając, 2019. "On Permutation Location–Scale Tests," Statistics in Transition New Series, Polish Statistical Association, vol. 20(4), pages 153-166, December.

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