scientific article; zbMATH DE number 3818858
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Publication:3666044
zbMATH Open0517.62025MaRDI QIDQ3666044FDOQ3666044
Authors: Alexander Shapiro 
Publication date: 1983
Title of this publication is not available (Why is that?)
asymptotic normalityconsistencydiscrepancy functionmaximum likelihood estimatorsunified approachmin-max functionsgeneralized least squares estimatorsnonidentifiabilityminimum trace factor analysisanalysis of covariance structures
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)
Cited In (27)
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Quantifying adventitious error in a covariance structure as a random effect
- The infinitesimal jackknife with exploratory factor analysis
- Some properties of estimated scale invariant covariance structures
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
- On the asymptotic bias of estimators under parameter drift
- Comparison of factor spaces of two related populations
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- Factor and ideal point analysis for interpersonally incomparable data
- Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics
- On nonequivalence of several procedures of structural equation modeling
- Positive loadings and factor correlations from positive covariance matrices
- Asymptotic expansions in mean and covariance structure analysis
- Geodesic estimation in elliptical distributions
- Asymptotic normality of test statistics under alternative hypotheses
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Linear latent variable models and covariance structures
- Mean comparison: manifest variable versus latent variable
- A linear varying coefficient ARCH-M model with a latent variable
- Structural equation modeling with near singular covariance matrices
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
- Partial identification of latent correlations with binary data
- Asymptotic biases in exploratory factor analysis and structural equation modeling
- On the multivariate asymptotic distribution of sequential chi-square statistics
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
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