A note on Levene's tests for equality of variances

DOI10.1016/0167-7152(85)90016-1MaRDI QIDQ1065481zbMATH OpenOpenAlexFDO

Authors 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

heteroscedasticityLevene's testasymmetric distributionsasymptotic theorysymmetric distributionsF-testsample meanone-way analysis of variancesample mediantesting for equality of variances

Mathematics Subject Classification ID

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

Recommendations

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Cites work

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

Cited in

(13)

• Testing homogeneity of variances with unequal sample sizes
• Unusual distributions arising from a small-sample study of Levene's test of homogeneity of variance
• Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives
• Robust tests for the equality of variances for clustered data
• ON LEVENE'S TESTS OF VARIANCE HOMOGENEITY
• A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty
• Improving dispersion tests by symmetrization
• scientific article; zbMATH DE number 7578279 (Why is no real title available?)
• Score tests for scale effects, with application to genomic analysis
• The behaviour of the modified Levene's test when data are not normally distributed
• Increased Power with Modified Forms of the Levene (Med) Test for Heterogeneity of Variance
• scientific article; zbMATH DE number 3923890 (Why is no real title available?)
• The impact of Levene's test of equality of variances on statistical theory and practice

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