> Bentley (1982) states:
> 
> "The colourful dimorphic differences in the plumage of birds are well known
> and generally (though not always) appear to be under the control of
> oestrogens in the female; thus the bright coloration of the male in the
> domestic fowl, quail and pheasants is not dependent on androgenic hormones,
> but the duller, more conservative plumage of the female is under oestrogenic
> control."
This makes sense if you consider that birds have a ZW sex-determination
system, which is roughly the reverse of the mammalian XY system.
Female birds are heterogametic (ZW), and males are homogametic (ZZ).
The Z chromosome is larger and has more genes, like the X chromosome.
The sex of offspring is determined by the ovum, not the sperm as in
mammals.
This difference leads to some interesting results.  Female peafowl
don't "lack" the male's train; estrogen, presumably controlled by
the W chromosome, prevents it from developing.  This paper probably
covers it in more detail (I haven't read it.)
"Hormonal basis of sexual dimorphism in birds: implications for new
theories of sexual selection" - Ian P. F. Owens and Roger V. Short
Abstract
    It is widely assumed that the development of male secondary
    sexual traits in birds and mammals is testosterone-dependent.
    In birds, however, masculinity has dual origins. Male-type
    behaviour and morphology, such as spurs and wattles, are
    usually testosterone-dependent. However, showy male-type
    plumage is, generally, the neutral state of development.
    For example, castrating a peacock has no effect on his
    elaborate plumage whereas ovariectomizing a peahen causes
    her to develop showy male-type plumage. The surprising
    relationships between dimorphism and gonadal steroids in
    birds have important consequences for the current debate
    concerning the evolution of biological signals and, in
    particular, the immunocompetence-handicap principle.
-- 
-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
   Paul Taylor                           Veni, vidi, tici -
                    I came, I saw, I ticked.
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