Combination of Levene-Type Tests and a Finite-Intersection Method for Testing Trends in Variances
The problem of detecting monotonic increasing/decreasing trends in variances from k samples is widely met in many applications, e.g. financial data analysis, medical and environmental studies. However, most of the tests for equality of variances against ordered alternatives rely on the assumption of...
| Main Author: | |
|---|---|
| Language: | en |
| Published: |
2009
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10012/4365 |