Analysis of Covariance Structures Under Elliptical Distributions

DOI10.2307/2289385zbMath0645.62056OpenAlexW4233046331MaRDI QIDQ3788906

Alexander Shapiro, Michael W. Browne

Publication date: 1987

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

zbMATH Keywords

maximum likelihoodrobust estimatorslikelihood ratio testscorrelation matriceselliptical distributionminimum discrepancyadjustment of normal theory methodsaffine invariant M-estimatorsanalysis of convariance structuresasymptotic covariance matrix of sample covariancesscale invariance condition

Mathematics Subject Classification ID

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

Related Items (27)

Bayesian diagnostics of transformation structural equation models ⋮ Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions ⋮ Algorithms for unweighted least-squares factor analysis ⋮ Identification of inconsistent variates in factor analysis ⋮ Application of the bootstrap methods in factor analysis ⋮ Reduced-rank estimation of the difference between two covariance matrices ⋮ Elliptical multivariate analysis ⋮ Model-based principal components of correlation matrices ⋮ Determinants of standard errors of mles in confirmatory factor analysis ⋮ Optimal rank-based testing for principal components ⋮ Optimal rank-based tests for common principal components ⋮ On normal theory based inference for multilevel models with distributional violations ⋮ Some properties of estimated scale invariant covariance structures ⋮ A robust Bayesian approach for structural equation models with missing data ⋮ Invariance of covariance structures under groups of transformations ⋮ Robust statistics for test-of-independence and related structural models ⋮ 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 ⋮ Asymptotic robustness of standard errors in multilevel structural equation models ⋮ A semiparametric Bayesian approach for structural equation models ⋮ On the cumulants of affine equivariant estimators in elliptical families ⋮ A test of multivariate independence based on a single factor model ⋮ Testing for Common Principal Components under Heterokurticity ⋮ Optimal tests for homogeneity of covariance, scale, and shape ⋮ Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble ⋮ On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions ⋮ A note on the parameter set for factor analysis models

This page was built for publication: Analysis of Covariance Structures Under Elliptical Distributions