Analysis of covariance and correlation structures

DOI10.1016/0167-9473(85)90002-7zbMath0567.62061OpenAlexW2080012550MaRDI QIDQ1059965

Sik-Yum Lee

Publication date: 1985

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(85)90002-7

zbMATH Keywords

asymptotic distributionconsistencycorrelation matrixnonlinear constraintsanalysis of covariancecorrelation structure modelsscale- invarianttwo-stage constrained maximum likelihood procedure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Model-based principal components of correlation matrices ⋮ On the treatment of correlation structures as covariance structures ⋮ Biases and standard errors of standardized regression coefficients ⋮ Inferences on correlation coefficients in some classes of nonnormal distributions ⋮ A modified Newton method for constrained estimation in covariance structure analysis

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• THE THEORETICAL FOUNDATIONS OF PRINCIPAL FACTOR ANALYSIS, CANONICAL FACTOR ANALYSIS, AND ALPHA FACTOR ANALYSIS

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