Invariance of covariance structures under groups of transformations

DOI10.1007/BF02613631zbMath0757.62004MaRDI QIDQ1185343

Alexander Shapiro, Michael W. Browne

Publication date: 28 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176371

zbMATH Keywords

orthogonal transformationsLie groups of transformationsblock diagonal transformationsinvariance of covariance structuresKronecker product transformationsminimum discrepancy estimates

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Lie groups (22E99)

Related Items (2)

Estimation of a multiplicative correlation structure in the large dimensional case ⋮ A note on the parameter set for factor analysis models

Cites Work

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• An inter-battery method of factor analysis
• Some properties of estimated scale invariant covariance structures
• Factor analysis by generalized least squares
• Covariance structure analysis with heterogeneous kurtosis parameters
• Asymptotic Theory of Overparameterized Structural Models
• Analysis of Covariance Structures Under Elliptical Distributions

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