On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions

DOI10.1016/S0167-7152(98)00171-0zbMATH Open0921.62019OpenAlexW1973262573MaRDI QIDQ1284054FDOQ1284054

Authors: Ke-Hai Yuan, Peter M. Bentler 

Publication date: 4 October 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00171-0

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zbMATH Keywords

factor analysiselliptical distributionsnon-normal distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Measures of multivariate skewness and kurtosis with applications
• Robust statistics for test-of-independence and related structural models
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• Asymptotically distribution‐free methods for the analysis of covariance structures
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• Analysis of Covariance Structures Under Elliptical Distributions
• Title not available (Why is that?)

Cited In (9)

• A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
• On normal theory based inference for multilevel models with distributional violations
• Determinants of standard errors of mles in confirmatory factor analysis
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Asymptotic robustness of standard errors in multilevel structural equation models
• Inferences on correlation coefficients in some classes of nonnormal distributions
• Asymptotically distribution‐free methods for the analysis of covariance structures
• A test of multivariate independence based on a single factor model
• The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data

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