Pages that link to "Item:Q1199861"
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The following pages link to Robust statistics for test-of-independence and related structural models (Q1199861):
Displaying 7 items.
- A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions (Q1284054) (← links)
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
