B0472
Title: Testing homoscedasticity of a large number of populations
Authors: Maria Dolores Jimenez-Gamero - Universidad de Sevilla (Spain) [presenting]
Marina Valdora - Universidad de Buenos Aires (Argentina)
Daniela Rodriguez - Universidad de Buenos Aires - Conicet (Argentina)
Abstract: Given k populations and assuming that independent samples are available from each of them, the problem of testing for the equality of the k population variances is faced. In contrast to the classical setting, where k is kept fixed and the sample size from each population increases without bound, k is currently assumed to be large and the size of each sample is small in comparison to k. A new test is proposed. The asymptotic distribution of the test statistic is stated under the null hypothesis of equality of the k variances as well as under alternatives, which allows us to study the consistency of the test. Specifically, it is shown that the test statistic is asymptotically free distributed under the null hypothesis. Two bootstrap approximations to the null distribution of the test statistic are also investigated.
