Structural equation modeling with heavy tailed distributions (Q2259998): Difference between revisions

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+Mixtures of conditional mean- and covariance-structure models
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+Bootstrap tests and confidence regions for functions of a covariance matrix
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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+Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
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+Bootstrap methods: another look at the jackknife
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+Improved feasible solution algorithms for high breakdown estimation.
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+The Influence Curve and Its Role in Robust Estimation
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+A note on breakdown theory for bootstrap methods
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+On the relation between S-estimators and M-estimators of multivariate location and covariance
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+Measures of multivariate skewness and kurtosis with applications
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+Robust covariance estimates based on resampling
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+Radial estimates and the test for sphericity
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02295644
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+W1969502906
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