Accession Number : ADP007191
Title : Covariance Structure Analysis Under a Simple Kurtosis Model,
Corporate Author : CALIFORNIA UNIV LOS ANGELES
Personal Author(s) : Bentler, P. M. ; Berkane, Maia ; Kano, Yutaka
Report Date : 1992
Pagination or Media Count : 3
Abstract : A model for the relation between multivariate Fourth-order central moments of a set of variables and the marginal kurtoses and covariances among these variables is used to produce an estimator for covariance structure analysis that is asymptotically efficient and yields an asymptotic X 2 goodness of fit test of the covariance structure while substantially reducing the computations. When the kurtoses of the variables are equal, the method reduces to one based on multivariate elliptical distribution theory, and, when there is no excess kurtosis, to one based on multivariate normal distribution theory.
Descriptors : *DISTRIBUTION THEORY, *GOODNESS OF FIT TESTS, COMPUTATIONS, COVARIANCE, DISTRIBUTION, MODELS, MOMENTS, NORMAL DISTRIBUTION, STRUCTURES, TEST AND EVALUATION, THEORY, VARIABLES.
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE