Peter M. Bentler

From MaRDI portal
Revision as of 20:54, 11 December 2023 by AuthorDisambiguator (talk | contribs) (AuthorDisambiguator moved page Peter M. Bentler to Peter M. Bentler: Duplicate)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:425377

Available identifiers

zbMath Open bentler.peter-mWikidataQ17385643 ScholiaQ17385643MaRDI QIDQ425377

List of research outcomes





PublicationDate of PublicationType
40-Year Old Unbiased Distribution Free Estimator Reliably Improves SEM Statistics for Nonnormal Data2022-06-01Paper
Alpha, FACTT, and beyond2022-02-07Paper
Covariate-free and covariate-dependent reliability2017-07-25Paper
Limited information estimation in binary factor analysis: a review and extension2017-06-29Paper
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling2017-05-22Paper
Quantile lower bounds to reliability based on locally optimal splits2015-06-11Paper
Mean comparison: manifest variable versus latent variable2015-03-06Paper
An EM algorithm for fitting two-level structural equation models2015-03-05Paper
Structural equation modeling with heavy tailed distributions2015-03-05Paper
On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions2015-03-05Paper
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers2014-10-15Paper
On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates2014-10-15Paper
On normal theory based inference for multilevel models with distributional violations2014-10-15Paper
Tests of homogeneity of means and covariance matrices for multivariate incomplete data2014-10-15Paper
A scaled difference chi-square test statistic for moment structure analysis2014-08-06Paper
Robust mean and covariance structure analysis through iteratively reweighted least squares2014-07-18Paper
On the relations among regular, equal unique variances, and image factor analysis models2014-07-18Paper
On equivariance and invariance of standard errors in three exploratory factor models2014-07-18Paper
Covariance structure analysis of ordinal ipsative data2014-06-27Paper
Erratum to: ``Exploratory bi-factor analysis2014-03-31Paper
Some Recent Advances in Two-level Structural Equation Models: Estimation, Testing and Robustness2013-06-21Paper
Nesting Monte Carlo EM for high-dimensional item factor analysis2013-06-03Paper
Exploratory bi-factor analysis: the oblique case2012-08-08Paper
Efficient direct sampling MCEM algorithm for latent variable models with binary responses2012-06-08Paper
Application of H-likelihood to factor analysis models with binary response data2012-03-22Paper
Exploratory bi-factor analysis2012-01-11Paper
Factor analysis via components analysis2011-08-08Paper
Ridge structural equation modelling with correlation matrices for ordinal and continuous data2011-07-27Paper
Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix2011-03-08Paper
Consistency of Normal-Distribution-Based Pseudo Maximum Likelihood Estimates When Data Are Missing at Random2010-10-11Paper
Ensuring positiveness of the scaled difference chi-square test statistic2010-08-06Paper
Alpha, dimension-free, and model-based internal consistency reliability2009-04-16Paper
Eight test statistics for multilevel structural equation models2008-11-26Paper
10 Structural Equation Modeling2007-10-23Paper
Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses2007-07-19Paper
Asymptotic robustness of standard errors in multilevel structural equation models2006-06-09Paper
Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models2005-08-05Paper
Model modification in structural equation modeling by imposing constraints.2003-01-22Paper
A scaled difference chi-square test statistic for moment structure analysis2001-12-01Paper
The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances2001-08-17Paper
Some applications of number-theoretic methods in statistics2001-02-07Paper
https://portal.mardi4nfdi.de/entity/Q42676772000-11-26Paper
Inferences on correlation coefficients in some classes of nonnormal distributions2000-07-19Paper
Corrections to test statistics in principal Hessian directions2000-05-17Paper
Characterizations of some subclasses of spherical distributions2000-05-08Paper
https://portal.mardi4nfdi.de/entity/Q42514882000-05-08Paper
On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions1999-10-04Paper
A quasi-newton method for minimum trace factor analysis1999-09-29Paper
A \(t\)-distribution plot to detect non-multinormality.1999-04-28Paper
Test of linear trend in eigenvalues of a covariance matrix with application to data analysis1998-11-03Paper
Tests for linear trend in the smallest eigenvalues of the correlation matrix1998-09-28Paper
Geodesic estimation in elliptical distributions1998-09-28Paper
https://portal.mardi4nfdi.de/entity/Q43816381998-08-30Paper
Theory and method for constrained estimation in structural equation models with incomplete data.1998-08-13Paper
Improving parameter tests in covariance structure analysis1998-06-29Paper
Mean and Covariance Structure Analysis: Theoretical and Practical Improvements1998-06-11Paper
https://portal.mardi4nfdi.de/entity/Q43816291998-05-06Paper
Maximum likelihood estimation in covariance structure analysis with truncated data1998-03-11Paper
A modified Newton method for constrained estimation in covariance structure analysis1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43479381997-10-19Paper
https://portal.mardi4nfdi.de/entity/Q43321141997-02-13Paper
https://portal.mardi4nfdi.de/entity/Q48854161996-11-20Paper
A two‐stage estimation of structural equation models with continuous and polytomous variables1996-11-18Paper
https://portal.mardi4nfdi.de/entity/Q48919611996-10-28Paper
Bootstrap‐corrected ADF test statistics in covariance structure analysis1995-12-13Paper
Model conditions for asymptotic robustness in the analysis of linear relations1995-08-17Paper
Analysis of multivariate polytomous variates in several groups via the partition maximum likelihood approach1995-08-17Paper
Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis1995-07-17Paper
https://portal.mardi4nfdi.de/entity/Q43243071995-04-06Paper
https://portal.mardi4nfdi.de/entity/Q42809401994-06-16Paper
Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations1993-09-20Paper
Covariance structural analysis with polytomous variables in several populations1993-08-17Paper
A necessary test of goodness of fit for sphericity1993-06-29Paper
Structural equation models with continuous and polytomous variables1993-04-01Paper
Robustness of normal theory statistics in structural equation models*1992-06-27Paper
Mardia's coefficient of kurtosis in elliptical populations1992-06-26Paper
A largest characterization of spherical and related distributions1991-01-01Paper
Full maximum likelihood analysis of structural equation models with polytomous variables1990-01-01Paper
Covariance structure analysis with heterogeneous kurtosis parameters1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33505201990-01-01Paper
Asymptotic results for a conditional Poisson loglinear model1989-01-01Paper
Generalized multimode latent variable models: Implementation by standard programs1988-01-01Paper
Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis1987-01-01Paper
Multiple population covariance structure analysis under arbitrary distribution theory1987-01-01Paper
Estimating the Size of Closed Populations Using Inverse Multiple-Recapture Sampling1987-01-01Paper
Characterizing parameters of multivariate elliptical distributions*1987-01-01Paper
Moments of elliptically distributed random variates1986-01-01Paper
Greatest lower bound to the elliptical theory kurtosis parameter1986-01-01Paper
A linear model for estimating the size of a closed population1986-01-01Paper
Closed Form Estimators of Latent Cell Frequencies1986-01-01Paper
The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37772531986-01-01Paper
Some Extensions of a Linear Model for Categorical Variables1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37063421985-01-01Paper
The weight matrix in asymptotic distribution-free methods1985-01-01Paper
Some contributions to efficient statistics in structural models: Specification and estimation of moment structures1983-01-01Paper
Tests for stability in linear structural equation systems1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36624511982-01-01Paper
Inequalities among lower bounds to reliability: with applications to test construction and factor analysis1980-01-01Paper
Linear structural equations with latent variables1980-01-01Paper
Functional relations in multidimensional scaling1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39353161980-01-01Paper
Application of optimal sign-vectors to reliability and cluster analysis1979-01-01Paper
Improving the efficiency and effectiveness of interactively selected MDS data designs1979-01-01Paper
A statistical development of three-mode factor analysis1979-01-01Paper
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products1978-01-01Paper
Statistical aspects of a three-mode factor analysis model1978-01-01Paper
Restricted multidimensional scaling models1978-01-01Paper
Function invariant and parameter scale-free transformation methods1977-01-01Paper
Factor simplicity index and transformations1977-01-01Paper

Research outcomes over time

This page was built for person: Peter M. Bentler