Pages that link to "Item:Q5750143"
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The following pages link to Robustness of normal theory methods in the analysis of linear latent variate models (Q5750143):
Displaying 30 items.
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- A robust Bayesian approach for structural equation models with missing data (Q477948) (← links)
- Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
- Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
- Testing structural equation models: the effect of kurtosis (Q901622) (← links)
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- Eight test statistics for multilevel structural equation models (Q956737) (← links)
- Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
- On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
- Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
- The variance matrix of sample second-order moments in multivariate linear relations (Q1199870) (← links)
- Nonlinear factor analysis as a statistical method. (Q1431208) (← links)
- Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
- Circumplex models for correlation matrices (Q1803388) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Robust factor analysis. (Q1867199) (← links)
- A matrix equality useful in goodness-of-fit testing of structural equation models (Q1874087) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data (Q2260979) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- The effect of kurtosis on the power of two test statistics in covariance structure analysis (Q2905122) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
- Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
- An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613) (← links)
- Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model (Q5438716) (← links)