In the context of linear latent-variable models, and a general type of distribution of the data, the asymptotic optimality of a subvector of minimum-distance estimators whose weight matrix uses only second-order moments is investigated. The asymptotic optimality extends to the whole vector of...

It is proved the algebraic equality between Jennrich's (1970) asymptotic $X^2$ test for equality of correlation matrices, and a Wald test statistic derived from Neudecker and Wesselman's (1990) expression of the asymptotic variance matrix of the sample correlation matrix.

Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting and appropriate asymptotic variance matrix of sample moments. Scaled test...

Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting an appropriate asymptotic variance matrix of sample moments. Scaled test...