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.
|Title of host publication||Encyclopedia of Environmetrics, 2nd Edition|
|Editors||W. Piegorsch, A. El Shaarawi|
|Number of pages||3510|
|Publication status||Published - 2012|