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 language | English |
|---|---|
| Title of host publication | Encyclopedia of Environmetrics, 2nd Edition |
| Editors | W. Piegorsch, A. El Shaarawi |
| Publisher | Wiley |
| Pages | 1944-1949 |
| Number of pages | 3510 |
| ISBN (Print) | 9780470973882 |
| Publication status | Published - 2012 |