Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
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Cites work
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 192925 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- Asymptotic robustness of the asymptotic biases in structural equation modeling
- Bayes Factors
- Estimating the dimension of a model
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- Maximum likelihood estimation of nonlinear structural equation models
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- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- Measures of multivariate skewness and kurtosis with applications
- Model comparison of nonlinear structural equation models with fixed covariates
- Monte Carlo sampling methods using Markov chains and their applications
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
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- Robustness of normal theory methods in the analysis of linear latent variate models
- Robustness of statistical inference in factor analysis and related models
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The EM Algorithm and Related Statistical Models
Cited in
(18)- Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
- Alternative confidence interval estimation for the mean and coefficient of variation in a two-parameter exponential distribution
- Inflation of Type I error rate in multiple regression when independent variables are measured with error
- Bayesian joint analysis using a semiparametric latent variable model with non-ignorable missing covariates for CHNS data
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Hidden Markov latent variable models with multivariate longitudinal data
- Bayesian semiparametric structural equation models with latent variables
- Structural equation modeling with heavy tailed distributions
- Maximum likelihood estimation of nonlinear structural equation models
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
- A robust Bayesian approach for structural equation models with missing data
- Robust structural equation modeling with missing data and auxiliary variables
- Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble
- Maximum likelihood estimation and model comparison for mixtures of structural equation models with ignorable missing data
- A semiparametric Bayesian approach for structural equation models
- Bayesian diagnostics of transformation structural equation models
- A Bayesian latent variable mixture model for longitudinal fetal growth
- Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes
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