Fiqh-us-Sunnah Volume 5, Hajj and ‘Umrah, Fiqh 5.117B.

Abu Daw’ud and others reported from Ibn ‘Abbas that the Prophet (peace be upon him) said, “Women (pilgrims) do not have to shave (their heads); they may only shorten their hair.” Al-Hafiz considers this a sound hadith.

Ibn Al-Munzhir said, “There is agreement among the scholars on this, because shaving a woman’s head is in fact a sort of punishment for her.”