The homogeneity of variance assumption is one of the critical assumptions underlyingmost parametric statistical procedures such as the analysis of variance and it is important to be able to test this assumption. In addition, showing that several samples do not come from populations with the same variance is sometimes of importance per se. Among the many procedures used to test this assumption, ...

We propose a novel variance component approach for the analysis of next-generation sequencing data. Our method is based on the detection of the proportion of the trait phenotypic variance that can be explained by the introduction of a new variance component that accounts for the local gene-specific departure of the empirical kinship relationship matrix, estimated from single-nucleotide polymorp...

This approach has several advantages: (1) there is no need to estimate the variance/covariance at all, which may become prohibitively complicated for other procedures that requires the estimation of such. (2) When inverting the tests to obtain confidence regions/intervals, this procedure inherits all the good properties of a likelihood ratio test. (3) Free software implementation of the test is...

This paper offers two new statistical tests for serial correlation with better power properties. The first test is concerned with wavelet-based portmanteau tests of serial correlation. The second test extends the wavelet-based tests to the residuals of a linear regression model. The wavelet approach is appealing, since it is based on the different behavior of the spectra of a white noise proces...

in this paper, the random walk hypothesis and the opec oil market efficiency have been examined. the random walk hypothesis states that prices are completely stochastic in nature so that they have 'no memory'. in its weak-form, changes in prices occur stochastically and, as a result, the random walk behavior of prices is usually used to test the weak-form efficiency. in order to study the rando...

We study crossover designs based on the criteria of A-optimality and MV-optimality under the model with random subject effects, for the purpose of comparing several test treatments with a standard control treatment. Optimal and efficient designs are proposed, and their efficiencies are also evaluated. A family of totally balanced test-control incomplete crossover designs based on a function of ...

In the present paper, we propose an exact test on the structure of the covariance matrix. In its development the properties of the Wishart distribution are used. Unlike the classical likelihood-ratio type tests and the tests based on the empirical distance, whose statistics depend on the total variance and the generalized variance only, the proposed approach provides more information about the ...