A class of factor analysis estimation procedures with common asymptotic sampling properties
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3441501 (Why is no real title available?)
- scientific article; zbMATH DE number 3258664 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
- Factor analysis by generalized least squares
- Large-Sample Theory: Parametric Case
- Linear Statistical Inference and its Applications
- On Stochastic Limit and Order Relationships
- Some contributions to maximum likelihood factor analysis
- VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
Cited in
(21)- Quantifying adventitious error in a covariance structure as a random effect
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
- Measures of multivariate dependence based on a distance between Fisher information matrices
- A class of tests for a general covariance structure
- Best linear predictors for factor scores
- On the treatment of correlation structures as covariance structures
- Some properties of estimated scale invariant covariance structures
- Asymptotic expansions of the null distributions of discrepancy functions for general covariance structures under nonnormality
- A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages
- Rotating factors to simplify their structural paths
- On nonequivalence of several procedures of structural equation modeling
- Geodesic estimation in elliptical distributions
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Factor analysis for non-normal variables
- Structural equation modeling with near singular covariance matrices
- Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective
- Expected predictive least squares for model selection in covariance structures
- Robustness of normal theory statistics in structural equation models*
- Consistent and asymptotically normal PLS estimators for linear structural equations
- Testing structural equation models: the effect of kurtosis
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