The following pages link to Michael W. Browne (Q1643429):
Displaying 48 items.
- (Q790566) (redirect page) (← links)
- On the investigation of local identifiability: A counterexample (Q790567) (← links)
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- Random model discrepancy: interpretations and technicalities (A rejoinder) (Q888051) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- The information matrix for image factor analysis (Q1076461) (← links)
- On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- An efficient alternating least-squares algorithm to perform multidimensional unfolding (Q1085593) (← links)
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Invariance of covariance structures under groups of transformations (Q1185343) (← links)
- Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value (Q1205780) (← links)
- Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
- Circumplex models for correlation matrices (Q1803388) (← links)
- Cross-validation methods (Q1977907) (← links)
- A noniterative method of joint correspondence analysis (Q2250621) (← links)
- The comparison of interdependent correlations between optimal linear composites (Q2266320) (← links)
- Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
- Comment on the asymptotics of a distribution-free goodness of fit test statistic (Q2348192) (← links)
- Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective (Q2517880) (← links)
- Fitting the factor analysis model (Q2533713) (← links)
- A note on lower bounds for the number of common factors (Q2542942) (← links)
- Properties of the maximum likelihood solution in factor analysis regression (Q2639521) (← links)
- The decomposition of multitrait-multimethod matrices (Q3343289) (← links)
- (Q3354925) (← links)
- Robustness of statistical inference in factor analysis and related models (Q3771422) (← links)
- (Q3776399) (← links)
- Analysis of Covariance Structures Under Elliptical Distributions (Q3788906) (← links)
- (Q3878577) (← links)
- Factor analysis of multiple batteries by maximum likelihood (Q3928833) (← links)
- PREDICTIVE VALIDITY OF A LINEAR REGRESSION EQUATION (Q4067927) (← links)
- A COMPARISON OF SINGLE SAMPLE AND CROSS-VALIDATION METHODS FOR ESTIMATING THE MEAN SQUARED ERROR OF PREDICTION IN MULTIPLE LINEAR REGRESSION (Q4077363) (← links)
- GRADIENT METHODS FOR ANALYTIC ROTATION (Q4101286) (← links)
- The analysis of patterned correlation matrices by generalized least squares (Q4127182) (← links)
- (Q4148693) (← links)
- The likelihood ratio test for the equality of correlation matrices (Q4170093) (← links)
- The maximum-likelihood solution in inter-battery factor analysis (Q4190018) (← links)
- (Q4324308) (← links)
- (Q4381636) (← links)
- Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure (Q4614683) (← links)
- (Q4742153) (← links)
- (Q4766465) (← links)
- Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574) (← links)
- Bootstrap Fit Testing, Confidence Intervals, and Standard Error Estimation in the Factor Analysis of Polychoric Correlation Matrices (Q5493076) (← links)
- OBLIQUE ROTATION TO A PARTIALLY SPECIFIED TARGET (Q5678313) (← links)
- ORTHOGONAL ROTATION TO A PARTIALLY SPECIFIED TARGET (Q5681424) (← links)
- Robustness of normal theory methods in the analysis of linear latent variate models (Q5750143) (← links)
