| Publication | Date of Publication | Type |
|---|
| Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites | 2025-01-06 | Paper |
| Examining missing data mechanisms via homogeneity of parameters, homogeneity of distributions, and multivariate normality | 2024-09-12 | Paper |
| Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites? | 2024-01-30 | Paper |
| Replies to comments on "Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites?" by Yuan and Fang (2023) | 2024-01-30 | Paper |
| Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test | 2022-01-14 | Paper |
| Data-driven sensitivity analysis to detect missing data mechanism with applications to structural equation modelling | 2020-03-06 | Paper |
| Asymptotic bias of normal‐distribution‐based maximum likelihood estimates of moderation effects with data missing at random | 2019-09-26 | Paper |
| Missing data mechanisms and homogeneity of means and variances-covariances | 2018-08-01 | Paper |
| More efficient parameter estimates for factor analysis of ordinal variables by ridge generalized least squares | 2018-02-16 | Paper |
| Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling | 2017-05-22 | Paper |
| Comparing latent means without mean structure models: a projection-based approach | 2016-09-27 | Paper |
| Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data | 2016-04-04 | Paper |
| Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables | 2015-10-20 | Paper |
| Mean comparison: manifest variable versus latent variable | 2015-03-06 | Paper |
| Structural equation modeling with heavy tailed distributions | 2015-03-05 | Paper |
| On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions | 2015-03-05 | Paper |
| On nonequivalence of several procedures of structural equation modeling | 2015-03-05 | Paper |
| On Muthén's maximum likelihood for two-level covariance structure models | 2015-03-05 | Paper |
| Moderation analysis using a two-level regression model | 2015-01-22 | Paper |
| A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers | 2014-10-15 | Paper |
| On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates | 2014-10-15 | Paper |
| On normal theory based inference for multilevel models with distributional violations | 2014-10-15 | Paper |
| Combining standardized mean differences using the method of maximum likelihood | 2014-10-15 | Paper |
| On equivariance and invariance of standard errors in three exploratory factor models | 2014-07-18 | Paper |
| Robust mean and covariance structure analysis through iteratively reweighted least squares | 2014-07-18 | Paper |
| Information matrices and standard errors for MLEs of item parameters in IRT | 2014-06-02 | Paper |
| Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables | 2014-01-13 | Paper |
| A class of cross-validatory model selection criteria | 2013-10-09 | Paper |
| Some Recent Advances in Two-level Structural Equation Models: Estimation, Testing and Robustness | 2013-06-21 | Paper |
| Robust structural equation modeling with missing data and auxiliary variables | 2012-12-05 | Paper |
| Biases and standard errors of standardized regression coefficients | 2012-01-11 | Paper |
| Ridge structural equation modelling with correlation matrices for ordinal and continuous data | 2011-07-27 | Paper |
| Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix | 2011-03-08 | Paper |
| Determinants of standard errors of mles in confirmatory factor analysis | 2011-01-06 | Paper |
| GLS Discrepancy Based Information Criteria for Selecting Covariance Structure Models | 2010-12-30 | Paper |
| Consistency of Normal-Distribution-Based Pseudo Maximum Likelihood Estimates When Data Are Missing at Random | 2010-10-11 | Paper |
| The impact of fallible item parameter estimates on latent trait recovery | 2010-08-06 | Paper |
| Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis | 2009-09-28 | Paper |
| Identifying variables responsible for data not missing at random | 2009-07-13 | Paper |
| Structural equation modeling with near singular covariance matrices | 2009-06-16 | Paper |
| Eight test statistics for multilevel structural equation models | 2008-11-26 | Paper |
| 10 Structural Equation Modeling | 2007-10-23 | Paper |
| Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses | 2007-07-19 | Paper |
| Asymptotic robustness of standard errors in multilevel structural equation models | 2006-06-09 | Paper |
| Three Approximate Solutions to the Multivariate Behrens–Fisher Problem | 2006-01-18 | Paper |
| Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models | 2005-08-05 | Paper |
| A New Measure of Misfit for Covariance Structure Models | 2004-10-25 | Paper |
| Estimating equations with nuisance parameters: Theory and applications | 2001-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4267677 | 2000-11-26 | Paper |
| Inferences on correlation coefficients in some classes of nonnormal distributions | 2000-07-19 | Paper |
| On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions | 1999-10-04 | Paper |
| Test of linear trend in eigenvalues of a covariance matrix with application to data analysis | 1998-11-03 | Paper |
| Asymptotics of estimating equations under natural conditions. | 1998-09-29 | Paper |
| Tests for linear trend in the smallest eigenvalues of the correlation matrix | 1998-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381638 | 1998-08-30 | Paper |
| Improving parameter tests in covariance structure analysis | 1998-06-29 | Paper |
| Mean and Covariance Structure Analysis: Theoretical and Practical Improvements | 1998-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347938 | 1997-10-19 | Paper |
| A theorem on uniform convergence of stochastic functions with applications | 1997-09-04 | Paper |
| Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis | 1995-07-17 | Paper |
| The limiting distributions of some subclasses of the generalized non-central \(t\)-distribution | 1993-08-17 | Paper |
