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ENH: kurtosis adjustment for variance tests, Bartlett

Open josef-pkt opened this issue 6 years ago • 0 comments

just a reminder issue (I don't have the references right now)

Bartlett variance test can be improved for non-normal distributions by taking kurtosis into account.

One of the monte carlo articles for #6526 included the kurtosis corrected Bartlett test

There is also a kurtosis correction in multivariate methods that I looked at, another issue (?)

josef-pkt avatar Mar 02 '20 20:03 josef-pkt