A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result

Inspired by Satorra's (1992) paper we present a compact expression for the variance of (uncentred) sample second-order moments in multivariate linear relations under an independence assumption.

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Year of publication:	1994
Authors:	Neudecker, Heinz
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 2, p. 115-117
Publisher:	Elsevier
Subject:	Moment structures stochastic independence non-normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223540