Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators (Q3006295): Difference between revisions

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+Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Multivariate regression models for panel data
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+A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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+Factor analysis for non-normal variables
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+Asymptotic expansion of the sample correlation coefficient under nonnormality
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+Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
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+Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
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+A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
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+A class of tests for a general covariance structure
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+The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
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+Mean comparison: manifest variable versus latent variable
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