Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality

DOI10.1080/01966324.2010.10737795zbMath1311.62085OpenAlexW2052931828WikidataQ58189301 ScholiaQ58189301MaRDI QIDQ3118598

Haruhiko Ogasawara

Publication date: 2 March 2012

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2010.10737795

zbMATH Keywords

likelihood ratio statisticBartlett correctioncovariance structure analysisdiscrepancy functionfit indexes

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Related Items (2)

Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables

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