The following pages link to Ke-Hai Yuan (Q263258):
Displaying 50 items.
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- (Q316730) (redirect page) (← links)
- Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables (Q392100) (← links)
- (Q463080) (redirect page) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- Combining standardized mean differences using the method of maximum likelihood (Q463134) (← links)
- (Q487607) (redirect page) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
- Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix (Q629186) (← links)
- Biases and standard errors of standardized regression coefficients (Q658145) (← links)
- Robust structural equation modeling with missing data and auxiliary variables (Q692422) (← links)
- Missing data mechanisms and homogeneity of means and variances-covariances (Q725294) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis (Q842909) (← links)
- Eight test statistics for multilevel structural equation models (Q956737) (← links)
- The impact of fallible item parameter estimates on latent trait recovery (Q985436) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
- Identifying variables responsible for data not missing at random (Q1029514) (← links)
- Asymptotics of estimating equations under natural conditions. (Q1264523) (← links)
- Tests for linear trend in the smallest eigenvalues of the correlation matrix (Q1265298) (← links)
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions (Q1284054) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Improving parameter tests in covariance structure analysis (Q1389396) (← links)
- Estimating equations with nuisance parameters: Theory and applications (Q1585892) (← links)
- Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525) (← links)
- Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test (Q2066581) (← links)
- Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
- On equivariance and invariance of standard errors in three exploratory factor models (Q2250616) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
- On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
- On Muthén's maximum likelihood for two-level covariance structure models (Q2260070) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- The limiting distributions of some subclasses of the generalized non-central \(t\)-distribution (Q2367936) (← links)
- Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling (Q2397335) (← links)
- Information matrices and standard errors for MLEs of item parameters in IRT (Q2452300) (← links)
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
- Asymptotic robustness of standard errors in multilevel structural equation models (Q2493135) (← links)
- Ridge structural equation modelling with correlation matrices for ordinal and continuous data (Q3018639) (← links)
- GLS Discrepancy Based Information Criteria for Selecting Covariance Structure Models (Q3062993) (← links)
- Consistency of Normal-Distribution-Based Pseudo Maximum Likelihood Estimates When Data Are Missing at Random (Q3160927) (← links)
- More efficient parameter estimates for factor analysis of ordinal variables by ridge generalized least squares (Q4603631) (← links)
- A New Measure of Misfit for Covariance Structure Models (Q4822146) (← links)
- Asymptotic bias of normal‐distribution‐based maximum likelihood estimates of moderation effects with data missing at random (Q5234437) (← links)
