Accession Number:

ADP007191

Title:

Covariance Structure Analysis Under a Simple Kurtosis Model,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES

Personal Author(s):

• Bentler, P. M.
• Berkane, Maia
• Kano, Yutaka

Report Date:

1992-01-01

Pagination or Media Count:

3.0

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