Journal of the American Statistical Association
Выпуск N346 за 1974 год
Опубликовано на портале: 05-01-2003Morton B. Brown, Alan B. Forsythe Journal of the American Statistical Association. 1974. Vol. 69. No. 346. P. 364-367.
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 $\chi^2$ test suggested by Layard which are all found to be less robust under nonnormality.