A maximum likelihood method for high-dimensional structural equation modeling
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 45532 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1086058 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Adaptive Lasso for Cox's proportional hazards model
- Estimating the dimension of a model
- Path Coefficients and Path Regressions: Alternative or Complementary Concepts?
- Pathwise coordinate optimization
- Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse factor regression via penalized maximum likelihood estimation
- Statistical analysis of factor models of high dimension
- The Adaptive Lasso and Its Oracle Properties
- The method of path coefficients.
This page was built for publication: A maximum likelihood method for high-dimensional structural equation modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6904989)