Testing for Variance Homogeneity of Correlated Variables
针对p维正态总体，提出了四种大样本方法检验方差相等，其中两种方法对非正态分布具有稳健性，且不要求协方差矩阵的特定结构或样本拆分。
Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Two of the methods are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrics and no random splitting of the sample into subsamples is required. An example of the use of the tests is provided.