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A Matrix Equality Applicable in the Analysis of Mean-and-Covariance Structures

Published online by Cambridge University Press:  18 October 2010

Albert Satorra  and
Heinz Neudecker
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 4 , December 1992 , pp. 581 - 582
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1.Magnus, J.R. & Neudecker, H.. Matrix Differential Calculus with Applications in Statistics and Econometrics. Chichester: Wiley, 1988.Google Scholar
2.Satorra, A. Asymptotic robust inferences in the analysis of mean and covariance structures. In Marsden, P.V. (ed.), Sociological Methodology 92, pp. 249–278. Oxford & Cambridge, MA: Basil Blackwell, 1992.Google Scholar
3.Satorra, A. & Neudecker, H.. On the asymptotic optimality of alternative minimum-distance estimators in linear relation models. Research Memorandum Series TI-1992/75. Timbergen Institute, Holland, 1992.Google Scholar