Analysis of Covariance Structures Under Elliptical Distributions

DOI10.2307/2289385zbMATH Open0645.62056OpenAlexW4233046331MaRDI QIDQ3788906FDOQ3788906

Authors: Alexander Shapiro, Michael W. Browne 

Publication date: 1987

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

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zbMATH Keywords

maximum likelihoodlikelihood ratio testselliptical distributionrobust estimatorscorrelation matricesminimum 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) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (32)

• Model-based principal components of correlation matrices
• Canonical correlation analysis for elliptical copulas
• The sample covariance is not efficient for elliptical distributions
• Identification of inconsistent variates in factor analysis
• Robust statistics for test-of-independence and related structural models
• Some properties of estimated scale invariant covariance structures
• Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure
• Optimal rank-based testing for principal components
• 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
• A note on the parameter set for factor analysis models
• Optimal tests for homogeneity of covariance, scale, and shape
• Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions
• Testing for common principal components under heterokurticity
• On normal theory based inference for multilevel models with distributional violations
• Determinants of standard errors of mles in confirmatory factor analysis
• Reduced-rank estimation of the difference between two covariance matrices
• Structural equation modeling with heavy tailed distributions
• Some asymptotic inferential problems connected with complex elliptical distribution
• Asymptotic robustness of standard errors in multilevel structural equation models
• A robust Bayesian approach for structural equation models with missing data
• Elliptical multivariate analysis
• On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
• Algorithms for unweighted least-squares factor analysis
• Invariance of covariance structures under groups of transformations
• Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble
• A semiparametric Bayesian approach for structural equation models
• Application of the bootstrap methods in factor analysis
• Bayesian diagnostics of transformation structural equation models
• Analysis of conditional covariance structure models
• A test of multivariate independence based on a single factor model
• Optimal rank-based tests for common principal components

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