Empirical Likelihood Estimation and Testing in Covariance Structure Models
نویسندگان
چکیده
Empirical likelihood framework of estimation and testing are applied to covariance structure models. Moment conditions are demonstrated to be the optimal empirical likelihood estimating equations. Model fit for over-identified models can be tested using the empirical likelihood ratio test. The bootstrap can be used to calibrate Bartlett correction factor to improve the accuracy of the asymptotic χ distribution of this test. Estimation examples of real and simulated non-elliptically distributed data are provided. AMS Classification: 62F12, 62H12, 62H15
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تاریخ انتشار 2009