Closing window in Visualforce

Using JavaScript:

<apex:page showChat="false" wizard="true" sidebar="false" >
<!-- Javascript -->
<script type = "text/javascript">
    function winClose()
    {
        self.close();
    }
</script>
<!-- End of Javascript-->

<apex:commandButton onComplete = "winClose();">
</apex:page>

Using Apex PageReference :

public PageReference method(){
        if(variable== null || variable == ''){
            ApexPages.addmessage(new ApexPages.message(ApexPages.severity.ERROR,'Please enter variable'));
            return null;

        }else{
return new PageReference('javascript:window.close()');
}