Analysis of Covariance Structures Under Elliptical Distributions

DOI10.2307/2289385MaRDI QIDQ3788906zbMATH OpenOpenAlexFDO

Authors Alexander Shapiro, Michael W. Browne

Publication date 1987

Full work available at URL https://doi.org/10.2307/2289385

zbMATH Keywords

adjustment of normal theory methodsaffine invariant M-estimatorsanalysis of convariance structuresasymptotic covariance matrix of sample covariancescorrelation matriceselliptical distributionlikelihood ratio testsmaximum likelihoodminimum discrepancyrobust estimatorsscale invariance condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(37)

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• A note on the parameter set for factor analysis models
• Algorithms for unweighted least-squares factor analysis
• The sample covariance is not efficient for elliptical distributions
• Bayesian diagnostics of transformation structural equation models
• Identification of inconsistent variates in factor analysis
• Application of the bootstrap methods in factor analysis
• Canonical correlation analysis for elliptical copulas
• Structural equation modeling with heavy tailed distributions
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
• On the cumulants of affine equivariant estimators in elliptical families
• Optimal rank-based tests for common principal components
• Asymptotic robustness of standard errors in multilevel structural equation models
• Reduced-rank estimation of the difference between two covariance matrices
• A semiparametric Bayesian approach for structural equation models
• Testing for common principal components under heterokurticity
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• Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble
• Model-based principal components of correlation matrices
• scientific article; zbMATH DE number 1157185 (Why is no real title available?)
• Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure
• On normal theory based inference for multilevel models with distributional violations
• Ultrastructural elliptical models
• A robust Bayesian approach for structural equation models with missing data
• Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions
• A test of multivariate independence based on a single factor model
• Determinants of standard errors of mles in confirmatory factor analysis
• Optimal rank-based testing for principal components
• Multiphase structured latent curve models for count response data: a re-analysis of the acquisition of morphology in English
• Rank tests for PCA under weak identifiability
• Some asymptotic inferential problems connected with complex elliptical distribution

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