Jackknife empirical likelihood method for testing the equality of two variances

被引：4

作者：

Chen, Ying-Ju ^{[1
]}

Ning, Wei ^{[1
]}

Gupta, Arjun K. ^{[1
]}

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

来源：

JOURNAL OF APPLIED STATISTICS | 2015年 / 42卷 / 01期

关键词：

asymptotic distribution; U-statistic; Jackknife empirical likelihood; equality of variances; LINEAR-MODELS; HOMOGENEITY; POPULATIONS;

D O I：

10.1080/02664763.2014.938225

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we propose a nonparametric method based on jackknife empirical likelihood ratio to test the equality of two variances. The asymptotic distribution of the test statistic has been shown to follow chi(2) distribution with the degree of freedom 1. Simulations have been conducted to show the type I error and the power compared to Levene's test and F test under different distribution settings. The proposed method has been applied to a real data set to illustrate the testing procedure.

引用

页码：144 / 160

页数：17

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