Asymptotic expansions in mean and covariance structure analysis

DOI10.1016/j.jmva.2008.09.001zbMath1157.62006MaRDI QIDQ1006671

Haruhiko Ogasawara

Publication date: 25 March 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.09.001

zbMATH Keywords

kurtosis; bias; skewness; Cornish-Fisher expansion; Edgeworth expansion; factor means; mean and covariance structure

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

Related Items

Bias correction of the Akaike information criterion in factor analysis, Expected predictive least squares for model selection in covariance structures, Asymptotic expansions for a class of tests for a general covariance structure under a local alternative, Cornish-Fisher expansions using sample cumulants and monotonic transformations, Asymptotic expansions in mean and covariance structure analysis

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