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On testing homogeneity of variances for nonnormal models using entropy

Year of publication:
2007
Authors: Gupta, Arjun ; Harrar, Solomon ; Pardo, Leandro
Published in:
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 16.2007, 2, p. 245-261
Publisher: Springer
Subject: Sample variance | Cumulants | Edgeworth expansion | Characteristic function | Chi-square distibution | Entropy | Primary 62F03 | Secondary 62F35
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005147128
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