Covariance structure analysis with heterogeneous kurtosis parameters

DOI10.1093/biomet/77.3.575zbMath0724.62057OpenAlexW1967665053MaRDI QIDQ3212138

Yutaka Kano, Peter M. Bentler, Maria Berkane

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.3.575

zbMATH Keywords

robustnessscale invariancemarginal distributionscovariance structure analysisAsymptotically efficient estimatorselliptically distributionsheterogeneous kurtosis parametersminimum discrepancy function estimatorsnormal theory generalized least squares

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (3)

Finite mixtures in confirmatory factor-analysis models ⋮ Invariance of covariance structures under groups of transformations ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions

Uses Software

• LISREL
• EQS

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