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.
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- Robert Jennrich, 1987. "Tableau algorithms for factor analysis by instrumental variable methods," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 469-476, September.
- 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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