Identification of inconsistent variates in factor analysis (Q1897126): Difference between revisions

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+A new look at the statistical model identification
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+Factor analysis and AIC
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+Asymptotic chi-square tests for a large class of factor analysis models
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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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+Q4766465
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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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+Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
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+Some contributions to maximum likelihood factor analysis
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+Noniterative estimation and the choice of the number of factors in exploratory factor analysis
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+Estimation of covariance structure models with parameters subject to functional restraints
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+A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
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+Measures of multivariate skewness and kurtosis with applications
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+Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
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+Robustness of normal theory statistics in structural equation models*
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+Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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+Estimation and tests of significance in factor analysis
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+Linear Statistical Inference and its Applications
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+Analysis of Covariance Structures Under Elliptical Distributions
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+On various causes of improper solutions in maximum likelihood factor analysis
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