A short note on the estimation of the asymptotic covariance matrix for polychoric correlations

被引：10

作者：

Christoffersson, A ^{[1
]}

Gunsjo, A ^{[1
]}

机构：

[1] UNIV UPPSALA,DEPT STAT,S-75120 UPPSALA,SWEDEN

来源：

PSYCHOMETRIKA | 1996年 / 61卷 / 01期

关键词：

polychoric correlations; asymptotic covariance matrix;

D O I：

10.1007/BF02296965

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

By using a Taylor expansion of the equations that define the two step estimator for polychoric correlations, the asymptotic covariance matrix for the estimated correlations can be derived in a simple and straightforward way.

引用

页码：173 / 175

页数：3

共 50 条

[41] A note on the test for the covariance matrix under normality
Park, Hyo-Il
COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2018, 25 (01) : 71 - 78
[42] A note on testing the covariance matrix for large dimension
Birke, M
Dette, H
STATISTICS & PROBABILITY LETTERS, 2005, 74 (03) : 281 - 289
[43] ROBUST ESTIMATION OF A COVARIANCE-MATRIX
GALPIN, JS
SOUTH AFRICAN STATISTICAL JOURNAL, 1983, 17 (02) : 181 - 181
[44] Further results on estimation of covariance matrix
Xu, Kai
He, Daojiang
STATISTICS & PROBABILITY LETTERS, 2015, 101 : 11 - 20
[45] Covariance matrix estimation in beamspace DBF
College of Communication Engineering, Chongqing University, Chongqing 400030, China
Dianzi Yu Xinxi Xuebao, 2008, 5 (1100-1103):
[46] Covariance Matrix Estimation for Massive MIMO
Upadhya, Karthik
Vorobyov, Sergiy A.
IEEE SIGNAL PROCESSING LETTERS, 2018, 25 (04) : 546 - 550
[47] Estimation of a sparse and spiked covariance matrix
Lian, Heng
Fan, Zengyan
JOURNAL OF NONPARAMETRIC STATISTICS, 2015, 27 (02) : 241 - 252
[48] On the Maximum Likelihood Estimation of a Covariance Matrix
Tsai, Ming-Tien
MATHEMATICAL METHODS OF STATISTICS, 2018, 27 (01) : 71 - 82
[49] Inertia Estimation Through Covariance Matrix
Bizzarri, Federico
del Giudice, Davide
Grillo, Samuele
Linaro, Daniele
Brambilla, Angelo
Milano, Federico
IEEE TRANSACTIONS ON POWER SYSTEMS, 2024, 39 (01) : 947 - 956
[50] Kronecker structured covariance matrix estimation
Werner, Karl
Jansson, Magnus
Stoica, Petre
2007 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL III, PTS 1-3, PROCEEDINGS, 2007, : 825 - +

← 1 2 3 4 5 →