scientific article; zbMATH DE number 1347891
From MaRDI portal
Publication:4267677
Recommendations
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
Cited in
(26)- Structural equation modeling with near singular covariance matrices
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
- Inferences on correlation coefficients in some classes of nonnormal distributions
- On identification and non-normal simulation in ordinal covariance and item response models
- Structural equation modeling with heavy tailed distributions
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- Mean comparison: manifest variable versus latent variable
- The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data
- Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
- Asymptotic robustness of standard errors in multilevel structural equation models
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
- Multiple population covariance structure analysis under arbitrary distribution theory
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates
- On normal theory based inference for multilevel models with distributional violations
- Approximations to the distribution of a test statistic in covariance structure analysis: a comprehensive study
- Multiple‐group structural modelling with non‐normal continuous variables
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure
- Covariance structure tests for multivariate \(t\)-distribution
- Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- Testing structural equation models: the effect of kurtosis
- Generating correlated, non-normally distributed data using a non-linear structural model
- Eight test statistics for multilevel structural equation models
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
- 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 Q4267677)