Pages that link to "Item:Q3729851"
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The following pages link to Asymptotic Theory of Overparameterized Structural Models (Q3729851):
Displayed 49 items.
- Response dimension reduction for the conditional mean in multivariate regression (Q115997) (← links)
- Supervised singular value decomposition and its asymptotic properties (Q268716) (← links)
- Robust reduced-rank modeling via rank regression (Q338394) (← links)
- A hybrid symbolic-numerical method for determining model structure (Q441270) (← links)
- Determining the parametric structure of models (Q608874) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Professor Haruo Yanai and multivariate analysis (Q726658) (← links)
- Testing and estimation of equal variances for correlated variables (Q749113) (← links)
- Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
- A robust inverse regression estimator (Q871022) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression (Q943616) (← links)
- Partial moment-based sufficient dimension reduction (Q1004259) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- A novel moment-based sufficient dimension reduction approach in multivariate regression (Q1023721) (← links)
- Invariance of covariance structures under groups of transformations (Q1185343) (← links)
- Equivalent models in covariance structure analysis (Q1205759) (← links)
- Analysis of multisample identified and non-identified structural equation models with stochastic constraints (Q1361567) (← links)
- A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
- Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Parameter redundancy in capture-recapture-recovery models (Q1731168) (← links)
- A matrix equality useful in goodness-of-fit testing of structural equation models (Q1874087) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- A geometric approach of the generalized least-squares estimation in analysis of covariance structures (Q1897092) (← links)
- A note on likelihood ratio tests for models with latent variables (Q2065257) (← links)
- Response envelopes for linear coregionalization models (Q2079594) (← links)
- Envelope method with ignorable missing data (Q2233578) (← links)
- Necessary conditions for mean square convergence of the best linear factor predictor (Q2260981) (← links)
- Efficient estimation in expectile regression using envelope models (Q2286363) (← links)
- Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
- A theoretical note on optimal sufficient dimension reduction with singularity (Q2344874) (← links)
- Comment on the asymptotics of a distribution-free goodness of fit test statistic (Q2348192) (← links)
- Optimal sufficient dimension reduction in regressions with categorical predictors (Q2370477) (← links)
- Non-identifiable parametric probability models and reparametrization (Q2382856) (← links)
- Identifiability of nonlinear logistic test models (Q2511843) (← links)
- Canonical Correlation Analysis Through Linear Modeling (Q2802862) (← links)
- Identifiability of Models for Multiple Diagnostic Testing in the Absence of a Gold Standard (Q3064276) (← links)
- Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
- Robust estimation of the hierarchical model for responses and response times (Q4627518) (← links)
- (Q4986363) (← links)
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction (Q5040483) (← links)
- Likelihood-Based Dimension Folding on Tensor Data (Q5040484) (← links)
- Efficient simultaneous partial envelope model in multivariate linear regression (Q5083322) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- Parameter Identifiability in Statistical Machine Learning: A Review (Q5380697) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Groupwise partial envelope model: efficient estimation in multivariate linear regression (Q6049863) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)