A Jackknife Empirical Likelihood Approach for Testing the Homogeneity of K Variances

Yongli Sang ()
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Yongli Sang: University of Louisiana at Lafayette

Metrika: International Journal for Theoretical and Applied Statistics, 2021, vol. 84, issue 7, No 4, 1025-1048

Abstract: Abstract A nonparametric test for equality of K variances has been proposed by developing the jackknife empirical likelihood ratio. The standard limiting Chi-squared distribution with degrees freedom of $$K-1$$ K - 1 for the test statistic is established, and is used to determine the type I error rate and the power of the test. Simulation studies have been conducted to show that the proposed method is competitive to the current existing methods, Levene’s test and Fligner-Killeen’s test, in terms of power and robustness. The proposed method has been illustrated in an application on a real data set.

Keywords: Equality of K variances; Jackknife empirical likelihood; U-statistic; 62G35; 62G20 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00184-021-00813-6

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