Asymptotic expansions in mean and covariance structure analysis

DOI10.1016/j.jmva.2008.09.001zbMath1157.62006OpenAlexW2059478301MaRDI QIDQ1006671

Haruhiko Ogasawara

Publication date: 25 March 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.09.001

zbMATH Keywords

kurtosisbiasskewnessCornish-Fisher expansionEdgeworth expansionfactor meansmean and covariance structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Bias correction of the Akaike information criterion in factor analysis ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Expected predictive least squares for model selection in covariance structures ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ Asymptotic expansions in mean and covariance structure analysis

Cites Work

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• A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
• Asymptotically distribution‐free methods for the analysis of covariance structures
• The bootstrap and Edgeworth expansion

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