Yuan, Ke-Hai; Bentler, Peter M. - In: Statistics & Probability Letters 42 (1999) 2, pp. 107-113
Within some classes of nonnormal distributions, we study the asymptotic distribution of the MLE in a covariance structure model based on an incorrect assumption of normality. The asymptotic covariance matrix of the MLE has a similar form as found when the sampling distribution is elliptical,...