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A Levene-type test of homogeneity of several variances against ordered alternatives

Research output: Contribution to Journal/MagazineJournal articlepeer-review

<mark>Journal publication date</mark>12/2014
<mark>Journal</mark>Computational Statistics
Issue number6
Number of pages16
Pages (from-to)1593-1608
Publication StatusPublished
<mark>Original language</mark>English


Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.