Structural equation modeling with heavy tailed distributions
β Scribed by Ke-Hai Yuan; Peter M. Bentler; Wai Chan
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 976 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0033-3123
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π SIMILAR VOLUMES
We establish estimators for the tail index of heavy-tailed distributions. A large deviation principle is proved. An estimator with U-statistic structure is constructed and its asymptotic normality is established. An estimator based on re-sampling procedure is developed and this provides a possibilit
Based on a necessary condition for variability ordering of distributions with regularly varying tails it is shown that, for such distributions, order statistics from the same sample are not comparable in the sense of several well-known variability orders. General restrictions in the two-sample case