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A Levene-type test of homogeneity of several variances against ordered alternatives

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A Levene-type test of homogeneity of several variances against ordered alternatives. / Pallmann, Philip; Hothorn, Ludwig A.; Djira, Gemechis D.

In: Computational Statistics, Vol. 29, No. 6, 12.2014, p. 1593-1608.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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Pallmann, P, Hothorn, LA & Djira, GD 2014, 'A Levene-type test of homogeneity of several variances against ordered alternatives', Computational Statistics, vol. 29, no. 6, pp. 1593-1608. https://doi.org/10.1007/s00180-014-0508-z

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Vancouver

Author

Pallmann, Philip ; Hothorn, Ludwig A. ; Djira, Gemechis D. / A Levene-type test of homogeneity of several variances against ordered alternatives. In: Computational Statistics. 2014 ; Vol. 29, No. 6. pp. 1593-1608.

Bibtex

@article{f72f273acbf34f89ae9e175c2fa16ee4,
title = "A Levene-type test of homogeneity of several variances against ordered alternatives",
abstract = "Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.",
keywords = "Levene residuals, Heterogeneous variances, Trend test, Multiple contrasts, Order-restricted inference",
author = "Philip Pallmann and Hothorn, {Ludwig A.} and Djira, {Gemechis D.}",
year = "2014",
month = dec,
doi = "10.1007/s00180-014-0508-z",
language = "English",
volume = "29",
pages = "1593--1608",
journal = "Computational Statistics",
issn = "0943-4062",
publisher = "Springer Verlag",
number = "6",

}

RIS

TY - JOUR

T1 - A Levene-type test of homogeneity of several variances against ordered alternatives

AU - Pallmann, Philip

AU - Hothorn, Ludwig A.

AU - Djira, Gemechis D.

PY - 2014/12

Y1 - 2014/12

N2 - Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.

AB - Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.

KW - Levene residuals

KW - Heterogeneous variances

KW - Trend test

KW - Multiple contrasts

KW - Order-restricted inference

U2 - 10.1007/s00180-014-0508-z

DO - 10.1007/s00180-014-0508-z

M3 - Journal article

VL - 29

SP - 1593

EP - 1608

JO - Computational Statistics

JF - Computational Statistics

SN - 0943-4062

IS - 6

ER -