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

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 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.