On the treatment of correlation structures as covariance structures

DOI10.1016/0024-3795(90)90362-GMaRDI QIDQ918092zbMATH OpenFDO

Authors Alexander Shapiro, Michael W. Browne

Publication date 1990

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencyanalysis of correlation structuresanalysis of covariance structuresasymptotic chi-squaredness of the minimum discrepancy function

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

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Cited in

(8)

• scientific article; zbMATH DE number 4011656 (Why is no real title available?)
• Correlated samples with fixed and nonnormal latent variables
• Model-based principal components of correlation matrices
• A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data
• Analysis of covariance and correlation structures
• scientific article; zbMATH DE number 3921766 (Why is no real title available?)
• Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers

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