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

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  • Yongli Sang

    (University of Louisiana at Lafayette)

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.

Suggested Citation

  • Yongli Sang, 2021. "A Jackknife Empirical Likelihood Approach for Testing the Homogeneity of K Variances," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(7), pages 1025-1048, October.
    • Handle: RePEc:spr:metrik:v:84:y:2021:i:7:d:10.1007_s00184-021-00813-6
    DOI: 10.1007/s00184-021-00813-6
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    References listed on IDEAS

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