Combination of Levene-Type Tests and a Finite-Intersection Method for Testing Trends in Variances

Levene"s test;Equality of variances;Ordered alternatives;Robust test;Statistics

Noguchi, Kimihiro

University of Waterloo

关键词: Levene";    s test;    Equality of variances;    Ordered alternatives;    Robust test;    Statistics;   

Others  :  https://uwspace.uwaterloo.ca/bitstream/10012/4365/1/Kimihiro%20Noguchi%20Master%20Thesis%20Final2.pdf

瑞士|英语

来源: UWSPACE Waterloo Institutional Repository

【 摘 要 】

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 normality. Such tests are often non-robust to departures from normality, which eventually leads to unreliable conclusions. In this thesis, we propose a combination of a robust Levene-type test and a finite-intersection method, which relaxes the assumption of normality. The new combined procedure yields a more accurate estimate of sizes of the test and provides competitive powers. In addition, we discuss various modifications of the proposed test for unbalanced design cases. We present theoretical justifications of the new test and illustrate its applications by simulations and case studies.