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Asymptotically distribution‐free methods for the analysis of covariance structures

M. W. Browne

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Source: Crossref

Published: May 1, 1984

DOI: 10.1111/j.2044-8317.1984.tb00789.x

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Source abstract

Methods for obtaining tests of fit of structural models for covariance matrices and estimator standard errors which are asymptotically distribution free are derived. Modifications to standard normal theory tests and standard errors which make them applicable to the wider class of elliptical distributions are provided. A random sampling experiment to investigate some of the proposed methods is described.

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Asymptotically distribution‐free methods for the analysis of covariance structures — Mathematical Frontier Network