publication . Article . Other literature type . 1974

Robust Tests for the Equality of Variances

Name: Robust Tests for the Equality of Variances
Keywords: Statistics, Probability and Uncertainty, Statistics and Probability

Morton B. Brown; Alan B. Forsythe;

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Published: 01 Jun 1974 Journal: Journal of the American Statistical Association, volume 69, pages 364-367 (issn: 0162-1459, eissn: 1537-274X,

Publisher: Informa UK Limited

Summary

Abstract

Abstract Alternative formulations of Levene's test statistic for equality of variances are found to be robust under nonnormality. These statistics use more robust estimators of central location in place of the mean. They are compared with the unmodified Levene's statistic, a jackknife procedure, and a χ2 test suggested by Layard which are all found to be less robust under nonnormality.

doi: 10.1080/01621459.1974.10482955 , 10.2307/2285659

Subjects

free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability, Econometrics, Estimator, Bartlett's test, Brown–Forsythe test, Mathematics, F-test of equality of variances, Jackknife resampling, Statistic, Test statistic, Levene's test, Statistics

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