scientific article; zbMATH DE number 3818858

zbMATH Open0517.62025MaRDI QIDQ3666044FDOQ3666044

Authors Alexander Shapiro

Publication date 1983

zbMATH Keywords

asymptotic normalityconsistencydiscrepancy functionmaximum likelihood estimatorsunified approachmin-max functionsgeneralized least squares estimatorsnonidentifiabilityminimum trace factor analysisanalysis of covariance structures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(27)

• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Some properties of estimated scale invariant covariance structures
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• 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
• Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
• A linear varying coefficient ARCH-M model with a latent variable
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• Linear latent variable models and covariance structures
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Quantifying adventitious error in a covariance structure as a random effect
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
• Factor and ideal point analysis for interpersonally incomparable data
• Geodesic estimation in elliptical distributions
• On the asymptotic bias of estimators under parameter drift
• Comparison of factor spaces of two related populations
• The infinitesimal jackknife with exploratory factor analysis
• Partial identification of latent correlations with binary data
• Structural equation modeling with near singular covariance matrices
• Mean comparison: manifest variable versus latent variable
• Asymptotic normality of test statistics under alternative hypotheses
• Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3666044)