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On relative efficiency of quasi-MLE and GMM estimators of covariance structure models - MaRDI portal

On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082)

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scientific article; zbMATH DE number 5634544
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English
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
scientific article; zbMATH DE number 5634544

    Statements

    On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (English)
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    17 November 2009
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    GMM
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    (Q)MLE
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    covariance structures
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    LISREL
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    MIMIC
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    robustness
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    generalized method of moments
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    quasi-maximum likelihood estimator
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