Covariance structure analysis with heterogeneous kurtosis parameters (Q3212138)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance structure analysis with heterogeneous kurtosis parameters |
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Covariance structure analysis with heterogeneous kurtosis parameters (English)
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1990
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covariance structure analysis
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robustness
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scale invariance
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marginal distributions
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heterogeneous kurtosis parameters
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elliptically distributions
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Asymptotically efficient estimators
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normal theory generalized least squares
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minimum discrepancy function estimators
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