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

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
• Asymptotic expansions in mean and covariance structure analysis
• Unbiased estimation of fourth-order matrix moments
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• Mean comparison: manifest variable versus latent variable
• An implicit function approach to constrained optimization with applications to asymptotic expansions
• Standard errors of fit indices using residuals in structural equation modeling
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
• Asymptotically distribution‐free methods for the analysis of covariance structures
• The bootstrap and Edgeworth expansion