Abstract
Normal distribution is usually assumed in the analysis of covariance structures. In practical applications, it is common to encounter a situation in which normal distribution is a reasonable one except at the tails. In these situations, the truncated normal distribution is a possible alternative. This paper proposes a method to analyze covariance structures under the truncated multivariate normal distribution. Results of simulation studies indicate that the method produces reasonable estimates and asymptotic results.
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Poon, WY., Tang, ML. & Lee, SY. Analysis of Covariance Structures with Truncated Variables. Behaviormetrika 24, 39–50 (1997). https://doi.org/10.2333/bhmk.24.39
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DOI: https://doi.org/10.2333/bhmk.24.39