A robust test based on bootstrapping for the two-sample scale problem
For testing the homogeneity of variances, modifications of well-known tests are known which combine rigorous theory with resampling (bootstrap). We propose versions of these tests, which are computationally simpler (although asymptotically equivalent). The earlier procedures used the smooth bootstra...
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Universiti Kebangsaan Malaysia
2011
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my-ukm.journal.24942016-12-14T06:31:47Z http://journalarticle.ukm.my/2494/ A robust test based on bootstrapping for the two-sample scale problem Padmanabhan .A.R, Abdul Rahman Othman, Teh, Sin Yin For testing the homogeneity of variances, modifications of well-known tests are known which combine rigorous theory with resampling (bootstrap). We propose versions of these tests, which are computationally simpler (although asymptotically equivalent). The earlier procedures used the smooth bootstrap with two thousand bootstrap replications per sample whereas our proposals use only the classical bootstrap (or percentile method) with just one thousand bootstrap replications per sample, and also required much less computing time. Our proposals cover the Ansari-Bradley-, Mood- and Klotz-tests. We explain their superiority over the existing methodologies available in textbooks and packages Universiti Kebangsaan Malaysia 2011-05 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/2494/1/17_Padmanabhan_R..pdf Padmanabhan .A.R, and Abdul Rahman Othman, and Teh, Sin Yin (2011) A robust test based on bootstrapping for the two-sample scale problem. Sains Malaysiana, 40 (5). pp. 521-525. ISSN 0126-6039 http://www.ukm.my/jsm/ |
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For testing the homogeneity of variances, modifications of well-known tests are known which combine rigorous theory with resampling (bootstrap). We propose versions of these tests, which are computationally simpler (although asymptotically equivalent). The earlier procedures used the smooth bootstrap with two thousand bootstrap replications per sample whereas our proposals use only the classical bootstrap (or percentile method) with just one thousand bootstrap replications per sample, and also required much less computing time. Our proposals cover the Ansari-Bradley-, Mood- and Klotz-tests. We explain their superiority over the existing methodologies available in textbooks and packages |
| format |
Article |
| author |
Padmanabhan .A.R, Abdul Rahman Othman, Teh, Sin Yin |
| spellingShingle |
Padmanabhan .A.R, Abdul Rahman Othman, Teh, Sin Yin A robust test based on bootstrapping for the two-sample scale problem |
| author_facet |
Padmanabhan .A.R, Abdul Rahman Othman, Teh, Sin Yin |
| author_sort |
Padmanabhan .A.R, |
| title |
A robust test based on bootstrapping for the two-sample scale problem |
| title_short |
A robust test based on bootstrapping for the two-sample scale problem |
| title_full |
A robust test based on bootstrapping for the two-sample scale problem |
| title_fullStr |
A robust test based on bootstrapping for the two-sample scale problem |
| title_full_unstemmed |
A robust test based on bootstrapping for the two-sample scale problem |
| title_sort |
robust test based on bootstrapping for the two-sample scale problem |
| publisher |
Universiti Kebangsaan Malaysia |
| publishDate |
2011 |
| url |
http://journalarticle.ukm.my/2494/1/17_Padmanabhan_R..pdf http://journalarticle.ukm.my/2494/ http://www.ukm.my/jsm/ |
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