Pages that link to "Item:Q1081247"

The following pages link to The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247):

Displaying 12 items.

• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
• The asymptotic variance matrix of the sample correlation matrix (Q753330) (← links)
• On the treatment of correlation structures as covariance structures (Q918092) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• Copula Structure Analysis (Q2920266) (← links)
• Rotating factors to simplify their structural paths (Q6057041) (← links)