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多组线性潜变量模型中的渐近稳健性AI 解读

Standard methods for analyzing linear-latent variable models rely on the assumption that the observed variables are normally distributed. Normality allows statistical inferences to be carried out based solely on the first-and second-order moments. In general, inferences for nonnormally distributed data require the estimates of matrices of third-and fourth-order moments. In the present paper, we show that inferences based on normal theory retain validity and asymptotic…

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线性潜变量模型中不同最小距离估计量的渐近最优性AI 解读

In the context of linear latent-variable models, and a general type of distribution of the data, the asymptotic optimality of a subvector of minimum-distance estimators whose weight matrix uses only second-order moments is investigated. The asymptotic optimality extends to the whole vector of parameter estimators, if additional restrictions on the third-order moments of the variables are imposed. Results related to the optimality of normal (pseudo) maximum likelihood methods…

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