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The behaviour of the modified Levene’s test when data are not normally distributed

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  • Isabel Parra-Frutos

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Suggested Citation

  • Isabel Parra-Frutos, 2009. "The behaviour of the modified Levene’s test when data are not normally distributed," Computational Statistics, Springer, vol. 24(4), pages 671-693, December.
  • Handle: RePEc:spr:compst:v:24:y:2009:i:4:p:671-693
    DOI: 10.1007/s00180-009-0154-z
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    References listed on IDEAS

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    1. Dong Li & Shao-King Lin & Chulin Li, 1997. "The impact of settlement time on the volatility of stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 689-694.
    2. Lim, Tjen-Sien & Loh, Wei-Yin, 1996. "A comparison of tests of equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 287-301, July.
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    Cited by:

    1. I. Parra-Frutos, 2016. "Preliminary tests when comparing means," Computational Statistics, Springer, vol. 31(4), pages 1607-1631, December.
    2. Philip Pallmann & Ludwig Hothorn & Gemechis Djira, 2014. "A Levene-type test of homogeneity of variances against ordered alternatives," Computational Statistics, Springer, vol. 29(6), pages 1593-1608, December.
    3. Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni, 2013. "Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries," Economic Modelling, Elsevier, vol. 33(C), pages 772-779.

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