scientific article; zbMATH DE number 3934230
Linearized estimators and teststests of fitrestrictionspsychometric factor analytic modelone-step improvementnonlinear generalized least squares estimationnonlinear constraintsmultivariate normal distributionminimum chi-square estimatorsasymptotic normalitylinearization of the structural modelefficiencyeconometric simultaneous equations systemconvergence in lawconstraint functionsconsistencybiasAsymptotically distribution-free efficient estimates
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Factor analysis and principal components; correspondence analysis (62H25)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
- On the efficient estimation of simultaneous equations with covariance restrictions
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
- Asymptotic expansions in mean and covariance structure analysis
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
- On the asymptotic bias of estimators under parameter drift
- Elliptical multivariate analysis
- Some properties of estimated scale invariant covariance structures
- Full maximum likelihood analysis of structural equation models with polytomous variables
- A note on the parameter set for factor analysis models
- Improving parameter tests in covariance structure analysis
- Consistent and asymptotically normal PLS estimators for linear structural equations
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
- Model conditions for asymptotic robustness in the analysis of linear relations
- Asymptotic biases in exploratory factor analysis and structural equation modeling
- On nonequivalence of several procedures of structural equation modeling
- Limited information estimation and testing of discretized multivariate normal structural models
- Standard errors of fit indices using residuals in structural equation modeling
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Asymptotic least-squares estimation efficiency considerations and applications
- A non-iterative approach to estimating parameters in a linear structural equation model
- scientific article; zbMATH DE number 3900015 (Why is no real title available?)
- scientific article; zbMATH DE number 3901890 (Why is no real title available?)
- scientific article; zbMATH DE number 3919615 (Why is no real title available?)
- Asymptotic Theory of Overparameterized Structural Models
- On the informativeness of descriptive statistics for structural estimates
- An Adaptive Adjustment to the R 2 Statistic in High-Dimensional Elliptical 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
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife
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 Q3706342)