Asymptotic Theory of Overparameterized Structural Models
From MaRDI portal
Publication:3729851
DOI10.2307/2287981zbMath0596.62069OpenAlexW4247661411MaRDI QIDQ3729851
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2287981
diffeomorphisminformation matrixsingularfactor analysisgeneralized least squaresprojection matrixmoment structural modelsasymptotic theory of linear modelsminimum discrepancy functionoverparametrized models
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99) General nonlinear regression (62J02)
Related Items (49)
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition ⋮ A matrix equality useful in goodness-of-fit testing of structural equation models ⋮ Supervised singular value decomposition and its asymptotic properties ⋮ A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction ⋮ Likelihood-Based Dimension Folding on Tensor Data ⋮ Optimal sufficient dimension reduction in regressions with categorical predictors ⋮ Model conditions for asymptotic robustness in the analysis of linear relations ⋮ Robustness of normal theory statistics in structural equation models* ⋮ A geometric approach of the generalized least-squares estimation in analysis of covariance structures ⋮ Modified distribution-free goodness-of-fit test statistic ⋮ Non-identifiable parametric probability models and reparametrization ⋮ Analysis of multisample identified and non-identified structural equation models with stochastic constraints ⋮ Robust reduced-rank modeling via rank regression ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ A robust inverse regression estimator ⋮ Efficient simultaneous partial envelope model in multivariate linear regression ⋮ Determining the parametric structure of models ⋮ Unnamed Item ⋮ Groupwise partial envelope model: efficient estimation in multivariate linear regression ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Likelihood approach to dynamic panel models with interactive effects ⋮ A hybrid symbolic-numerical method for determining model structure ⋮ On the treatment of correlation structures as covariance structures ⋮ Parameter Identifiability in Statistical Machine Learning: A Review ⋮ Robust estimation of the hierarchical model for responses and response times ⋮ Parameter redundancy in capture-recapture-recovery models ⋮ Envelope method with ignorable missing data ⋮ Invariance of covariance structures under groups of transformations ⋮ Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression ⋮ Equivalent models in covariance structure analysis ⋮ Necessary conditions for mean square convergence of the best linear factor predictor ⋮ Response dimension reduction for the conditional mean in multivariate regression ⋮ Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching ⋮ Professor Haruo Yanai and multivariate analysis ⋮ Identifiability of Models for Multiple Diagnostic Testing in the Absence of a Gold Standard ⋮ Identifiability of nonlinear logistic test models ⋮ Efficient estimation in expectile regression using envelope models ⋮ Canonical Correlation Analysis Through Linear Modeling ⋮ Partial moment-based sufficient dimension reduction ⋮ Simulation-based approach to estimation of latent variable models ⋮ Testing and estimation of equal variances for correlated variables ⋮ Linear structural relations: Gradient and Hessian of the fitting function ⋮ A novel moment-based sufficient dimension reduction approach in multivariate regression ⋮ A note on likelihood ratio tests for models with latent variables ⋮ A comparison of different methods for the estimation of regression models with correlated binary responses. ⋮ Response envelopes for linear coregionalization models ⋮ Analytic standard errors for exploratory process factor analysis ⋮ A theoretical note on optimal sufficient dimension reduction with singularity ⋮ Comment on the asymptotics of a distribution-free goodness of fit test statistic
This page was built for publication: Asymptotic Theory of Overparameterized Structural Models