scientific article; zbMATH DE number 3934230
zbMATH Open0583.62045MaRDI QIDQ3706342FDOQ3706342
Authors: Peter M. Bentler, Theo K. Dijkstra 
Publication date: 1985
Title of this publication is not available (Why is that?)
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asymptotic normalitymultivariate normal distributionconsistencybiasefficiencyconvergence in lawrestrictionsnonlinear constraintsminimum chi-square estimatorstests of fitconstraint functionsone-step improvementAsymptotically distribution-free efficient estimateseconometric simultaneous equations systemlinearization of the structural modelLinearized estimators and testsnonlinear generalized least squares estimationpsychometric factor analytic model
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
Cited In (28)
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Full maximum likelihood analysis of structural equation models with polytomous variables
- Some properties of estimated scale invariant covariance structures
- Limited information estimation and testing of discretized multivariate normal structural models
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife
- On the asymptotic bias of estimators under parameter drift
- Title not available (Why is that?)
- Asymptotic least-squares estimation efficiency considerations and applications
- A note on the parameter set for factor analysis models
- On nonequivalence of several procedures of structural equation modeling
- Asymptotic expansions in mean and covariance structure analysis
- Asymptotic Theory of Overparameterized Structural Models
- Elliptical regression operationalized
- The class of BAN estimators of a single structural equation with structural change
- Asymptotic robustness of the asymptotic biases in structural equation modeling
- Title not available (Why is that?)
- Elliptical multivariate analysis
- Title not available (Why is that?)
- Improving parameter tests in covariance structure analysis
- On the informativeness of descriptive statistics for structural estimates
- Standard errors of fit indices using residuals in structural equation modeling
- Asymptotic biases in exploratory factor analysis and structural equation modeling
- Model conditions for asymptotic robustness in the analysis of linear relations
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
- Consistent and asymptotically normal PLS estimators for linear structural equations
- A non-iterative approach to estimating parameters in a linear structural equation model
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