I used this script for years on my VPS. And it\'s still working.
DBLIST=`mysql -uroot -pROOT_PASSWORD -ANe\"SELECT GROUP_CONCAT(schema_name) FROM information
I was surprised I couldn't do a dump of my DB, I was able to do it the day before. Now, I was getting this error.
As nos said, the error message means Broken pipe, which means the output cannot be written to disk. In my case, my SSH user had no permission to write in the folder I was targeting in my mysqldump instruction.
You can output your dump in your /home/your_user directory to see it you still get the same error. Doing so solved my problem.