A new exact p-value approach for testing variance homogeneity
To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2022-01-01
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Series: | Statistical Theory and Related Fields |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/24754269.2021.1907519 |