Hostname: page-component-586b7cd67f-dsjbd Total loading time: 0 Render date: 2024-11-22T05:23:26.908Z Has data issue: false hasContentIssue false
  • English
  • Français

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
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Problems
Information
Econometric Theory , Volume 8 , Issue 4 , December 1992 , pp. 581 - 582
Copyright
Copyright © Cambridge University Press 1992

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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