| Publication | Date of Publication | Type |
|---|
| Causality and prediction in structural equation modeling: A commentary by Yutaka Kano on: “Which method delivers greater signal‐to‐noise ratio: Structural equation modeling or regression analysis with weighted composites?” by Yuan and Fang | 2024-01-30 | Paper |
| Diagnostic test for misspecification of a random-effect distribution using the gradient function | 2023-07-25 | Paper |
| Cyclic structural causal model with unobserved confounder effect | 2023-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5011475 | 2021-08-27 | Paper |
| Semiparametric maximum likelihood estimation with data missing not at random | 2020-04-23 | Paper |
| Full information maximum likelihood estimation in factor analysis with a large number of missing values | 2020-04-01 | Paper |
| Bias reduction using surrogate endpoints as auxiliary variables | 2019-08-13 | Paper |
| Missing data mechanisms and homogeneity of means and variances-covariances | 2018-08-01 | Paper |
| Identification problem of transition models for repeated measurement data with nonignorable missing values | 2018-04-12 | Paper |
| Identifiability of nonrecursive structural equation models | 2017-01-16 | Paper |
| Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data | 2016-03-11 | Paper |
| <b>ITEM RESPONSE THEORY USING A FINITE MIXTURE OF </b><b>LOGISTIC MODELS WITH ITEM-SPECIFIC MIXING </b><b>WEIGHTS </b> | 2015-12-04 | Paper |
| A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix | 2015-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2930384 | 2014-11-18 | Paper |
| Stepwise variable selection in factor analysis | 2014-07-18 | Paper |
| Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension | 2014-01-10 | Paper |
| Corrigendum to ``A two sample test in high dimensional data | 2014-01-10 | Paper |
| Asymptotic Inference with Incomplete Data | 2013-11-29 | Paper |
| A two sample test in high dimensional data | 2013-02-01 | Paper |
| A two sample test in high dimensional data | 2013-01-16 | Paper |
| A criterion-based model comparison statistic for structural equation models with heterogeneous data | 2012-09-26 | Paper |
| Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model | 2011-07-19 | Paper |
| Test of independence in a \(2\times 2\) contingency table with nonignorable nonresponse via constrained EM algorithm | 2009-06-16 | Paper |
| Simple Computation of Maximum Likelihood Estimates in Latent Class Model with Equality and Constant Constraints | 2009-05-12 | Paper |
| Finding a causal ordering via independent component analysis | 2008-12-11 | Paper |
| Use of non-normality in structural equation modeling: Application to direction of causation | 2008-09-29 | Paper |
| Independent Component Analysis and Blind Signal Separation | 2007-02-12 | Paper |
| Robust Gaussian graphical modeling | 2006-08-14 | Paper |
| Variable selection for structural models | 2003-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4497369 | 2001-01-11 | Paper |
| More higher-order efficiency: Concentration probability | 2000-08-13 | Paper |
| THIRD-ORDER EFFICIENCY IMPLIES FOURTH-ORDER EFFICIENCY | 2000-01-31 | Paper |
| Delta method approach in a certain irregular condition | 1999-09-21 | Paper |
| A note on robustness of two-stage procedure for a multivariate compounded normal distribution | 1998-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4359718 | 1997-10-20 | Paper |
| An Asymptotic Expansion of the Distribution of Hotelling'sT2-Statistic Under General Distributions | 1997-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891961 | 1996-10-28 | Paper |
| Identification of inconsistent variates in factor analysis | 1995-11-28 | Paper |
| Identifiability of full, marginal, and conditional factor analysis models | 1995-09-17 | Paper |
| Consistency property of elliptical probability density functions | 1995-02-16 | Paper |
| Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations | 1993-09-20 | Paper |
| Robust statistics for test-of-independence and related structural models | 1993-01-17 | Paper |
| Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models | 1992-12-14 | Paper |
| The asymptotic distribution of a noniterative estimator in exploratory factor analysis | 1992-06-25 | Paper |
| Noniterative estimation and the choice of the number of factors in exploratory factor analysis | 1990-01-01 | Paper |
| Covariance structure analysis with heterogeneous kurtosis parameters | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816855 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3785793 | 1987-01-01 | Paper |
| Consistency conditions on the least squares estimator in single common factor analysis model | 1986-01-01 | Paper |
| A new estimator of the uniqueness in factor analysis | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725381 | 1986-01-01 | Paper |
| A condition for the regression predictor to be consistent in a single common factor model | 1986-01-01 | Paper |
| Construction of additional variables conforming to a common factor model | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333907 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732765 | 1983-01-01 | Paper |
| Equations governing the propagation of second-order correlations in non-stationary electromagnetic fields | 1962-01-01 | Paper |
