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ENH: kurtosis adjustment for variance tests, Bartlett #6566

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josef-pkt opened this issue Mar 2, 2020 · 0 comments
Open

ENH: kurtosis adjustment for variance tests, Bartlett #6566

josef-pkt opened this issue Mar 2, 2020 · 0 comments

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@josef-pkt
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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 (?)

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