Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
针对Bartlett修正似然比统计量在非正态数据下卡方近似失效的问题，提出一种合并Bootstrap方法生成临界值，适用于多数二次型检验统计量。
Abstract Bartlett's modified likelihood ratio statistic A is often suggested in multivariate analysis for testing equality of covariance matrices. Unfortunately, the χ 2-approximation to the null distribution of −2 log Λ is useful only when the data is normally distributed. This article presents a pooled bootstrap procedure that replaces the χ 2-approximation and makes Bartlett's statistic a useful tool for data analysis. This procedure also applies to most quadratic form test statistics.