Structural models are usually estimated using only second order moments (covariances or correlations). When variables are nor multivariate normally distributed, however, methods that also fit higher order moments, such as skewnesses, are theoretically asymptotically preferable. This article reports result from a Monte Carlo simulation study in which estimators that fit both second-order moments and third-order moments are compared with estimators that fit only second-order moments.
@article{urn:eudml:doc:40175,
title = {The use of third-order moments in structural models.},
journal = {Q\"uestii\'o},
volume = {18},
year = {1994},
pages = {75-84},
zbl = {1167.62325},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40175}
}
Meijer, Erik; Mooijart, Ab. The use of third-order moments in structural models.. Qüestiió, Tome 18 (1994) pp. 75-84. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40175/