Bartlett test

M. Hallin

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


    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
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012


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