Equivalence Between Tie-Corrected Spearman Test and a Chi-Square Test in a Fourfold Contingency Table.
H. Basler (1988)
Metrika
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Displaying similar documents to “Conditions for Invariance of the Multivariate Versions of Grubb's Test and Bartlett's Test. Under a General Dependency Structure.”
Equivalence Between Tie-Corrected Spearman Test and a Chi-Square Test in a Fourfold Contingency Table.
On the Reliability of the Chi-Square Test.
A.J. Viollaz (1986)
Metrika
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Tests of Significance for the Mean of a Finite Lot.
Rainer Göb (1996)
Metrika
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On the small sample properties of variants of Mardia’s and Srivastava’s kurtosis-based tests for multivariate normality
Zofia Hanusz, Joanna Tarasińska, Zbigniew Osypiuk (2012)
Biometrical Letters
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The kurtosis-based tests of Mardia and Srivastava for assessing multivariate normality (MVN) are considered. The asymptotic standard normal distribution of their test statistics, under normality, is often misused for too small samples. The purpose of this paper is to suggest mean-and-variance corrected versions of the Mardia and Srivastava test statistics. Simulation studies evaluating both the true sizes and the powers of original and corrected tests against selected alternatives are...
Multiple Test Procedures for Arbitrary Dependence Structures.
G. Hommel (1986)
Metrika
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A robust test for variance
W. Zieliński (1991)
Applicationes Mathematicae
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An Alternative Formulation of Neyman's Smooth Goodness of Fit Tests Under Composite Alternatives.
J.A. Koziol (1987)
Metrika
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A Consistent Test for Multivariate Normality Based on the Empirical Characteristic Function.
N. Henze, L Baringhaus (1988)
Metrika
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On testing variance components in unbalanced mixed linear model
Lýdia Širková, Viktor Witkovský (2001)
Applications of Mathematics
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The paper presents some approximate and exact tests for testing variance components in general unbalanced mixed linear model. It extends the results presented by Seifert (1992) with emphasis on the computational aspects of the problem.
Testing Homogeneity of Ordered Variances.
Govind S. Mudholkar, Michael P. McDermott, Johanne Aumont (1993)
Metrika
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Exact Critical Values of Bartlett's Test of Homogeneity of Variances for Unequal Sample Sizes for two Populations and Power of the Test.
E.B. Manoukian, J. Maurais, R. Ouimet (1986)
Metrika
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Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables
Anita Dobek, Krzysztof Moliński, Ewa Skotarczak (2015)
Biometrical Letters
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There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.