On the treatment of correlation structures as covariance structures
type: Item
instance of: scholarly article
title: On the treatment of correlation structures as covariance structures
zbMATH Open document ID: 0705.62065
DOI: 10.1016/0024-3795(90)90362-G
published in: Linear Algebra and its Applications
publication date: 1990-01-01T00:00:00Z
review text: This paper investigates conditions under which methods intended for the analysis of covariance structures result in correct statistical conclusions when employed for the analysis of correlation structures. The authors give necessary and sufficient conditions for the asymptotic chi- squaredness of the minimum discrepancy function (MDF) test statistic and the asymptotic efficiency of the corresponding MDF estimators. Examples of correlation structure satisfying these conditions are considered. Alternative discrepancy functions, which are always appropriate for the analysis of correlation structures under normality assumptions, are also discussed.
reviewed by: Song Wang
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 4157712
zbMATH Keywords: analysis of covariance structures
zbMATH Keywords: analysis of correlation structures
zbMATH Keywords: asymptotic chi-squaredness of the minimum discrepancy function
zbMATH Keywords: asymptotic efficiency
author: Alexander Shapiro
author: Michael W. Browne
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4157712