Encyclopedia of Environmetrics 2012
DOI: 10.1002/9780470057339.vnn076
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Bartlett Test

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.

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