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Journal of the American Statistical Association Volume 75, 1980 - Issue 371
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Theory and Method

Note on a Condition for Equality of Sample Variances in a Linear Model

Takeaki Kariya Institute of Economic Research, Hitotsubashi University, Kunitachi-shi, Tokyo, 186, Japan
Pages 701-703 | Received 01 Apr 1978, Published online: 12 Mar 2012

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Liaosa Xu, Sai Wang, Yiming Peng, J. P. Morgan, Marion R. Reynolds$suffix/text()$suffix/text() & William H. Woodall. (2012) The Monitoring of Linear Profiles with a GLR Control Chart. Journal of Quality Technology 44:4, pages 348-362.
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Federico Martellosio. (2012) Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear. Econometric Reviews 31:2, pages 215-240.
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Chikuse Yasuko. (1981) Representations of the covariance matrix for robustness in the gauss-markov model. Communications in Statistics - Theory and Methods 10:19, pages 1997-2004.
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Articles from other publishers (4)

Koji Tsukuda & Hiroshi Kurata. (2017) Covariance structure associated with an equality between two general ridge estimators. Statistical Papers 61:3, pages 1069-1084.
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David Preinerstorfer & Benedikt M. Pötscher. (2015) ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX. Econometric Theory 33:1, pages 1-68.
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Federico Martellosio. (2011) NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE. Econometric Theory 27:6, pages 1369-1375.
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Hiroshi Kurata. (1998) A Generalization of Rao's Covariance Structure with Applications to Several Linear Models. Journal of Multivariate Analysis 67:2, pages 297-305.
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