Statistical Theory and Methods
Published Online: 15 JAN 2013
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Hallin, M. 2013. Bartlett Test. Encyclopedia of Environmetrics. 1.
- Published Online: 15 JAN 2013
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.
- multivariate analysis of variance (MANOVA);
- multivariate analysis of covariance (MANOCOVA);
- multivariate linear discriminant analysis;
- homogeneity of covariance matrices;
- homogeneity of scatter matrices;
- likelihood ratio test;
- Wald test;
- elliptical symmetry;