Structural equation modeling with heavy tailed distributions
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Publication:2259998
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Cites work
- A note on breakdown theory for bootstrap methods
- Analysis of Covariance Structures Under Elliptical Distributions
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Bootstrap methods: another look at the jackknife
- Bootstrap tests and confidence regions for functions of a covariance matrix
- Breakdown theory for bootstrap quantiles
- Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
- Finite mixtures in confirmatory factor-analysis models
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- Improved feasible solution algorithms for high breakdown estimation.
- Measures of multivariate skewness and kurtosis with applications
- Mixtures of conditional mean- and covariance-structure models
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Radial estimates and the test for sphericity
- Robust covariance estimates based on resampling
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust m-estimators of multivariate location and scatter
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
- Robustness and efficiency properties of scatter matrices
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- The Influence Curve and Its Role in Robust Estimation
Cited in
(10)- Statistical inference in regression with heavy-tailed integrated variables
- A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Comparing latent means without mean structure models: a projection-based approach
- Bayesian growth curve models with the generalized error distribution
- Heavy tails of OLS
- Robust estimation of polychoric correlation
- Robust mediation analysis: what we talk about when we talk about robustness
- Robust structural equation modeling with missing data and auxiliary variables
- Robust estimation of polyserial correlation coefficients: a density power divergence approach
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