Robust statistics for test-of-independence and related structural models

DOI10.1016/0167-7152(92)90279-EzbMath0754.62014OpenAlexW2027844454MaRDI QIDQ1199861

Yutaka Kano

Publication date: 17 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90279-e

zbMATH Keywords

independenceelliptical distributionsfactor analysislikelihood ratio test statisticasymptotic robustnessgoodness-of-fit statisticsmultivariate kurtosiscovariance structuresnormal theorygeneral linear latent variate modelskurtosis adjustmenttest-of-independence

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions ⋮ A scaled difference chi-square test statistic for moment structure analysis ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

Uses Software

• EQS

Cites Work

• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Linear latent variable models and covariance structures
• Asymptotic chi-square tests for a large class of factor analysis models
• On some test criteria for covariance matrix
• Robustness and efficiency properties of scatter matrices
• Analysis of Covariance Structures Under Elliptical Distributions
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Measures of multivariate skewness and kurtosis with applications
• Robustness of normal theory methods in the analysis of linear latent variate models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Robust statistics for test-of-independence and related structural models