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Journal of Statistical Computation and Simulation Volume 27, 1987 - Issue 2
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Original Articles

On testing homogeneity of variances for gaussian models

Tang Jen Bell Communications Research, Piscataway, New Jersey
&
A.K. Gupta Bell Communications Research, Piscataway, New Jersey
Pages 155-173 | Received 18 Jul 1985, Published online: 07 Jun 2010

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Zhehan Jiang & Sarah Rose Fitzgerald. (2019) Promoting Institutional Repositories via Visualizations: A Change-Point Study. New Review of Academic Librarianship 25:1, pages 95-112.
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Minya Xu, Ping-Shou Zhong & Wei Wang. (2016) Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data. Journal of Business & Economic Statistics 34:2, pages 213-226.
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Lingyun Zhang, Wenjiang Jiang & Gemai Chen. (2010) A Note on Bartlett's M Test for Homogeneity of Variances. Communications in Statistics - Theory and Methods 39:16, pages 2890-2900.
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PeterS. Wludyka & PeterR. Nelson. (1997) An Analysis-of-Means-Type Test for Variances From Normal Populations. Technometrics 39:3, pages 274-285.
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Jie Chen & A.K. Gupta. (1997) Testing and Locating Variance Changepoints with Application to Stock Prices. Journal of the American Statistical Association 92:438, pages 739-747.
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Peter S. Wludyka & Peter R. Nelson. (1997) Analysis of Means Type Tests for Variances Using Subsampling and Jackknifing. American Journal of Mathematical and Management Sciences 17:1-2, pages 31-60.
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T. T. Vu, J. Kiesel, B. Guse & N. Fohrer. (2019) Towards an improved understanding of hydrological change – linking hydrologic metrics and multiple change point tests. Journal of Water and Climate Change 10:4, pages 743-758.
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Jie Zhang, Zhi Wei, Zhenyu Yan, MengChu Zhou & Abhishek Pani. (2019) Online Change-Point Detection in Sparse Time Series With Application to Online Advertising. IEEE Transactions on Systems, Man, and Cybernetics: Systems 49:6, pages 1141-1151.
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Yuxiang Zhu, Jianmin Jiang, Changxing Huang, Yongqin David Chen & Qiang Zhang. (2018) Applications of multiscale change point detections to monthly stream flow and rainfall in Xijiang River in southern China, part I: correlation and variance. Theoretical and Applied Climatology 136:1-2, pages 237-248.
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Anna Budka. (2018) Determining the change point for the error in the Macrophyte Index for Rivers. Biometrical Letters 55:2, pages 215-232.
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Soumi Ray, Dustin S McEvoy, Skye Aaron, Thu-Trang Hickman & Adam Wright. (2018) Using statistical anomaly detection models to find clinical decision support malfunctions. Journal of the American Medical Informatics Association 25:7, pages 862-871.
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Min Wang, Steven M Kornblau & Kevin R Coombes. (2018) Decomposing the Apoptosis Pathway Into Biologically Interpretable Principal Components. Cancer Informatics 17, pages 117693511877108.
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Soumi Ray & Adam Wright. (2016) Detecting Anomalies in Alert Firing within Clinical Decision Support Systems using Anomaly/Outlier Detection Techniques. Detecting Anomalies in Alert Firing within Clinical Decision Support Systems using Anomaly/Outlier Detection Techniques.
Jie Zhang, Zhi Wei, Zhenyu Yan & Abhishek Pani. (2015) Collaborated Online Change-Point Detection in Sparse Time Series for Online Advertising. Collaborated Online Change-Point Detection in Sparse Time Series for Online Advertising.
Hui Wang, Rebecca Killick & Xiang Fu. (2013) Distributional change of monthly precipitation due to climate change: comprehensive examination of dataset in southeastern United States. Hydrological Processes 28:20, pages 5212-5219.
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Idris A. Eckley, Paul Fearnhead & Rebecca Killick. 2011. Bayesian Time Series Models. Bayesian Time Series Models 205 224 .
Xuhua Liu & Xingzhong Xu. (2010) A new generalized -value approach for testing the homogeneity of variances. Statistics & Probability Letters 80:19-20, pages 1486-1491.
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Daya K. Nagar & Arjun K. Gupta. (2004) Percentage points for testing homogeneity of several univariate Gaussian populations. Applied Mathematics and Computation 156:2, pages 551-561.
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Kevin Bracker & Kenneth L. Smith. (1999) Detecting and modeling changing volatility in the copper futures market. Journal of Futures Markets 19:1, pages 79-100.
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Craig S Wright. (2009) Testing Homogeneity of Variance. SSRN Electronic Journal.
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