On the treatment of correlation structures as covariance structures

DOI10.1016/0024-3795(90)90362-GzbMATH Open0705.62065MaRDI QIDQ918092FDOQ918092

Authors: Alexander Shapiro, Michael W. Browne 

Publication date: 1990

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

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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)

Cites Work

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• The analysis of patterned correlation matrices by generalized least squares
• On the multivariate asymptotic distribution of sequential chi-square statistics
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Cited In (8)

• Model-based principal components of correlation matrices
• Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy
• Analysis of covariance and correlation structures
• Title not available (Why is that?)
• A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• Correlated samples with fixed and nonnormal latent variables
• Title not available (Why is that?)

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