| Publication | Date of Publication | Type |
|---|
Two simple approximations to the distributions of quadratic forms
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Standard errors in covariance structure models: asymptotics versus bootstrap
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Four improved statistics for contrasting means by correcting skewness and kurtosis
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Three Mahalanobis distances and their role in assessing unidimensionality
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Bootstrap approach to inference and power analysis based on three test statistics for covariance structure models
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Effectof outliers on estimators and tests in covariance structure analysis
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Robust transformation with applications to structural equation modelling
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Robust mean and covariance structure analysis
British Journal of Mathematical & Statistical Psychology | 2026-01-16 | Paper |
Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites
Psychometrika | 2025-01-06 | Paper |
Examining missing data mechanisms via homogeneity of parameters, homogeneity of distributions, and multivariate normality
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites?
British Journal of Mathematical and Statistical Psychology | 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)
British Journal of Mathematical and Statistical Psychology | 2024-01-30 | Paper |
Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test
Psychometrika | 2022-01-14 | Paper |
Data-driven sensitivity analysis to detect missing data mechanism with applications to structural equation modelling
Journal of Statistical Computation and Simulation | 2020-03-06 | Paper |
Asymptotic bias of normal-distribution-based maximum likelihood estimates of moderation effects with data missing at random
British Journal of Mathematical and Statistical Psychology | 2019-09-26 | Paper |
Missing data mechanisms and homogeneity of means and variances-covariances
Psychometrika | 2018-08-01 | Paper |
More efficient parameter estimates for factor analysis of ordinal variables by ridge generalized least squares
British Journal of Mathematical and Statistical Psychology | 2018-02-16 | Paper |
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling
Annals of the Institute of Statistical Mathematics | 2017-05-22 | Paper |
Comparing latent means without mean structure models: a projection-based approach
Psychometrika | 2016-09-27 | Paper |
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
Annals of the Institute of Statistical Mathematics | 2016-04-04 | Paper |
Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
Psychometrika | 2015-10-20 | Paper |
Mean comparison: manifest variable versus latent variable
Psychometrika | 2015-03-06 | Paper |
Structural equation modeling with heavy tailed distributions
Psychometrika | 2015-03-05 | Paper |
On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
Psychometrika | 2015-03-05 | Paper |
On nonequivalence of several procedures of structural equation modeling
Psychometrika | 2015-03-05 | Paper |
On Muthén's maximum likelihood for two-level covariance structure models
Psychometrika | 2015-03-05 | Paper |
Moderation analysis using a two-level regression model
Psychometrika | 2015-01-22 | Paper |
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Psychometrika | 2014-10-15 | Paper |
On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates
Psychometrika | 2014-10-15 | Paper |
On normal theory based inference for multilevel models with distributional violations
Psychometrika | 2014-10-15 | Paper |
Combining standardized mean differences using the method of maximum likelihood
Psychometrika | 2014-10-15 | Paper |
On equivariance and invariance of standard errors in three exploratory factor models
Psychometrika | 2014-07-18 | Paper |
Robust mean and covariance structure analysis through iteratively reweighted least squares
Psychometrika | 2014-07-18 | Paper |
Information matrices and standard errors for MLEs of item parameters in IRT
Psychometrika | 2014-06-02 | Paper |
Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables
Journal of Multivariate Analysis | 2014-01-13 | Paper |
A class of cross-validatory model selection criteria
Hiroshima Mathematical Journal | 2013-10-09 | Paper |
Some Recent Advances in Two-level Structural Equation Models: Estimation, Testing and Robustness
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Robust structural equation modeling with missing data and auxiliary variables
Psychometrika | 2012-12-05 | Paper |
Biases and standard errors of standardized regression coefficients
Psychometrika | 2012-01-11 | Paper |
Ridge structural equation modelling with correlation matrices for ordinal and continuous data
British Journal of Mathematical and Statistical Psychology | 2011-07-27 | Paper |
Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix
Psychometrika | 2011-03-08 | Paper |
Determinants of standard errors of mles in confirmatory factor analysis
Psychometrika | 2011-01-06 | Paper |
GLS discrepancy based information criteria for selecting covariance structure models
Behaviormetrika | 2010-12-30 | Paper |
Consistency of normal-distribution-based pseudo maximum likelihood estimates when data are missing at random
The American Statistician | 2010-10-11 | Paper |
The impact of fallible item parameter estimates on latent trait recovery
Psychometrika | 2010-08-06 | Paper |
Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
Journal of Multivariate Analysis | 2009-09-28 | Paper |
Identifying variables responsible for data not missing at random
Psychometrika | 2009-07-13 | Paper |
Structural equation modeling with near singular covariance matrices
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Eight test statistics for multilevel structural equation models
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
10 Structural Equation Modeling
Handbook of Statistics | 2007-10-23 | Paper |
Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
Journal of Multivariate Analysis | 2007-07-19 | Paper |
Asymptotic robustness of standard errors in multilevel structural equation models
Journal of Multivariate Analysis | 2006-06-09 | Paper |
Three Approximate Solutions to the Multivariate Behrens–Fisher Problem
Communications in Statistics. Simulation and Computation | 2006-01-18 | Paper |
Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
Journal of Multivariate Analysis | 2005-08-05 | Paper |
A New Measure of Misfit for Covariance Structure Models
Behaviormetrika | 2004-10-25 | Paper |
Estimating equations with nuisance parameters: Theory and applications
Annals of the Institute of Statistical Mathematics | 2001-05-02 | Paper |
| scientific article; zbMATH DE number 1347891 (Why is no real title available?) | 2000-11-26 | Paper |
Inferences on correlation coefficients in some classes of nonnormal distributions
Journal of Multivariate Analysis | 2000-07-19 | Paper |
On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
Statistics & Probability Letters | 1999-10-04 | Paper |
Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
British Journal of Mathematical and Statistical Psychology | 1998-11-03 | Paper |
Asymptotics of estimating equations under natural conditions.
Journal of Multivariate Analysis | 1998-09-29 | Paper |
Tests for linear trend in the smallest eigenvalues of the correlation matrix
Psychometrika | 1998-09-28 | Paper |
| scientific article; zbMATH DE number 1136453 (Why is no real title available?) | 1998-08-30 | Paper |
Improving parameter tests in covariance structure analysis
Computational Statistics and Data Analysis | 1998-06-29 | Paper |
| Mean and Covariance Structure Analysis: Theoretical and Practical Improvements | 1998-06-11 | Paper |
| scientific article; zbMATH DE number 1047771 (Why is no real title available?) | 1997-10-19 | Paper |
A theorem on uniform convergence of stochastic functions with applications
Journal of Multivariate Analysis | 1997-09-04 | Paper |
Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
Communications in Statistics: Theory and Methods | 1995-07-17 | Paper |
The limiting distributions of some subclasses of the generalized non-central t-distribution
Acta Mathematicae Applicatae Sinica. English Series | 1993-08-17 | Paper |
