publication . Other literature type . Article . 1974

Robust Tests for the Equality of Variances

Morton B. Brown; Alan B. Forsythe;
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  • Published: 01 Jun 1974
  • Publisher: Informa UK Limited
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.
Subjects
free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability

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