Robust statistics for test-of-independence and related structural models (Q1199861): Difference between revisions

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+Asymptotic chi-square tests for a large class of factor analysis models
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+Q3796553
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+Q4117258
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+Linear latent variable models and covariance structures
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+Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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+Q4742153
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Robustness of normal theory methods in the analysis of linear latent variate models
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+Q4039873
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+Measures of multivariate skewness and kurtosis with applications
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+Q4114625
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+Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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+On some test criteria for covariance matrix
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+Analysis of Covariance Structures Under Elliptical Distributions
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+Robustness and efficiency properties of scatter matrices
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+https://doi.org/10.1016/0167-7152(92)90279-e
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+W2027844454
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