Asymptotic Robustness Study of the Polychoric Correlation Estimation

Asymptotic robustness against misspecification of the underlying distribution for the polychoric correlation estimation is studied. The asymptotic normality of the pseudo-maximum likelihood estimator is derived using the two-step estimation procedure. The t distribution assumption and the skew-norma...

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Detalles Bibliográficos
Autores principales: Jin, Shaobo, Yang-Wallentin, Fan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2016
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5591612/
https://www.ncbi.nlm.nih.gov/pubmed/27660261
http://dx.doi.org/10.1007/s11336-016-9512-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5591612/
https://www.ncbi.nlm.nih.gov/pubmed/27660261
http://dx.doi.org/10.1007/s11336-016-9512-2

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