On the treatment of correlation structures as covariance structures

DOI10.1016/0024-3795(90)90362-GzbMath0705.62065MaRDI QIDQ918092

Michael W. Browne, Alexander Shapiro

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

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

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Model-based principal components of correlation matrices ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers

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