Robustness of normal theory statistics in structural equation models* (Q3985469): Difference between revisions

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+Asymptotic chi-square tests for a large class of factor analysis models
+Normal rank
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+The asymptotic normal distribution of estimators in factor analysis under general conditions
+Normal rank
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+Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
+Normal rank
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+Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
+Normal rank
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+Asymptotically distribution‐free methods for the analysis of covariance structures
+Normal rank
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+Robustness of statistical inference in factor analysis and related models
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+Robustness of normal theory methods in the analysis of linear latent variate models
+Normal rank
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+Factor analysis by generalized least squares
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+Normal rank
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+The weight matrix in asymptotic distribution-free methods
+Normal rank
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+Robustness of normal theory statistics in structural equation models*
+Normal rank
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+Model conditions for asymptotic robustness in the analysis of linear relations
+Normal rank
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+Asymptotic Theory of Overparameterized Structural Models
+Normal rank
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+A class of factor analysis estimation procedures with common asymptotic sampling properties
+Normal rank