Bartlett test

M. Hallin

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    The standard test for homogeneity of covariance matrices, known as the Bartlett test, is notoriously sensitive to violations of Gaussian assumptions. Its asymptotic behavior under non-Gaussian densities and its robustification (validity-robustness and efficiency-robustness) have been the subject of an abundant literature, which we briefly review.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages1944-1949
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

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  • Cite this

    Hallin, M. (2012). Bartlett test. In W. Piegorsch, & A. El Shaarawi (Eds.), Encyclopedia of Environmetrics, 2nd Edition (pp. 1944-1949). Wiley.