A note on Levene's tests for equality of variances

DOI10.1016/0167-7152(85)90016-1zbMath0577.62065OpenAlexW1973750759MaRDI QIDQ1065481

Helmut Schneider, Raymond J. Carroll

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90016-1

zbMATH Keywords

heteroscedasticityF-testasymptotic theorysample meanasymmetric distributionsLevene's testsymmetric distributionsone-way analysis of variancesample mediantesting for equality of variances

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Asymptotic properties of parametric tests (62F05)

Related Items

A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty, Improving dispersion tests by symmetrization, The impact of Levene's test of equality of variances on statistical theory and practice, The behaviour of the modified Levene's test when data are not normally distributed, Robust tests for the equality of variances for clustered data, Testing homogeneity of variances with unequal sample sizes, Increased Power with Modified Forms of the Levene (Med) Test for Heterogeneity of Variance, Unnamed Item, Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives

Cites Work

• Robust estimation in heteroscedastic linear models
• Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model
• Trimmed Least Squares Estimation in the Linear Model
• Robust Tests for the Equality of Variances
• One-Step Huber Estimates in the Linear Model