Correlated samples with fixed and nonnormal latent variables

DOI10.1214/009053605000000570zbMath1084.62048arXivmath/0502020OpenAlexW3101597077MaRDI QIDQ817992

Yasuo Amemiya, Savas Papadopoulos

Publication date: 23 March 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0502020

zbMATH Keywords

creditnonlinear parametersMonte Carlolongitudinal datarepeated measurescapitalasymptotic robustnessSEMstructural equation modelingrisk weighted assetsmarket risks

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Rank-based test for slope homogeneity in high-dimensional panel data models, A class of distribution-free models for longitudinal mediation analysis

Uses Software

• SAS
• LISREL
• EQS
• BMDP
• SAS/STAT

Cites Work

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