The variance matrix of sample second-order moments in multivariate linear relations

Albert Satorra

Statistics & Probability Letters, 1992, vol. 15, issue 1, 63-69

Abstract: 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.

Keywords: Moment; structures; stochastic; independence; non-normality; asymptotic; distribution; non-central; chi-square; goodness-of-fit; statistic (search for similar items in EconPapers)
Date: 1992
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Working Paper: The variance matrix of sample second-order moments in multivariate linear relations (1992)
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