The variance matrix of sample second-order moments in multivariate linear relations
We derive an expression for the variance matrix of the vector of (uncentered) sample second-order moments under multivariate linear relations and an independence assumption. An application of the result is presented.
Volume (Year): 15 (1992)
Issue (Month): 1 (September)
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- Neudecker, Heinz & Satorra, Albert, 1991. "Linear structural relations: Gradient and Hessian of the fitting function," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 57-61, January.
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- Satorra, Albert & Bentler, Peter M., 1990. "Model conditions for asymptotic robustness in the analysis of linear relations," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 235-249, December.
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