scientific article; zbMATH DE number 3934230
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)
- 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
- 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
- scientific article; zbMATH DE number 3901890 (Why is no real title available?)
- Asymptotic least-squares estimation efficiency considerations and applications
- A note on the parameter set for factor analysis models
- Asymptotic expansions in mean and covariance structure analysis
- On nonequivalence of several procedures of structural equation modeling
- 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
- Elliptical multivariate analysis
- scientific article; zbMATH DE number 3900015 (Why is no real title available?)
- Improving parameter tests in covariance structure analysis
- scientific article; zbMATH DE number 3919615 (Why is no real title available?)
- 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
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)
