scientific article; zbMATH DE number 3441501

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Asymptotic normality of test statistics under alternative hypotheses
On the mean and variance of response times under the diffusion model with an application to parameter estimation
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
Analysis of covariance and correlation structures
Estimation for structural equation models with missing data
Analysis of conditional covariance structure models
Consistency conditions on the least squares estimator in single common factor analysis model
The information matrix for image factor analysis
On the multivariate asymptotic distribution of sequential chi-square statistics
A Gauss-Newton algorithm for exploratory factor analysis
Factor analysis for non-normal variables
Generalized least squares estimation of the functional multivariate linear errors-in-variables model
Describing the elephant: Structure and function in multivariate data
The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
Theory and method for constrained estimation in structural equation models with incomplete data.
Covariance structure analysis in several populations
Some properties of estimated scale invariant covariance structures
Invariance of covariance structures under groups of transformations
Maximum likelihood and generalized least squares analyses of two level structural equation models
Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
Structural equation models with continuous and polytomous variables
Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value
A class of factor analysis estimation procedures with common asymptotic sampling properties
Statistical aspects of a three-mode factor analysis model
A local parameterization of orthogonal and semi-orthogonal matrices with applications
Matrix results on the Khatri-Rao and Tracy-Singh products
Algorithms for unweighted least-squares factor analysis
Analysis of multisample identified and non-identified structural equation models with stochastic constraints
Tests for equality of parameter matrices in two multivariate linear models
The comparative efficacy of imputation methods for missing data in structural equation model\-ing.
Kronecker product permutation matrices and their application to moment matrices of the normal distribution
Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
Statistical inference of semidefinite programming
The asymptotic distributions of some estimators for a factor analysis model
Several inequalities involving Khatri-Rao products of positive semidefinite matrices
A matrix equality useful in goodness-of-fit testing of structural equation models
Model conditions for asymptotic robustness in the analysis of linear relations
Identification of inconsistent variates in factor analysis
Inequalities involving Hadamard products of positive semidefinite matrices
The role of conditional likelihoods in latent variable modeling
Beyond the mean: a flexible framework for studying causal effects using linear models
Factor uniqueness of the structural Parafac model
Some relationships between factors and components
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
Mixtures of conditional mean- and covariance-structure models
Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics
Asymptotic biases in exploratory factor analysis and structural equation modeling
On nonequivalence of several procedures of structural equation modeling
Frequentist model averaging in structural equation modelling
Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling
Standard errors of fit indices using residuals in structural equation modeling
Errors-in-variables system identification using structural equation modeling
Matrix algebra for higher order moments
Indeterminacy problems in factor analysis and optimal principal component analysis
The effect of kurtosis on the power of two test statistics in covariance structure analysis
Ridge structural equation modelling with correlation matrices for ordinal and continuous data
The Elimination Matrix: Some Lemmas and Applications
Statistical inference of minimum rank factor analysis
Tests of homogeneity of means and covariance matrices for multivariate incomplete data
A class of distribution-free models for longitudinal mediation analysis
SEM modeling with singular moment matrices. III: GLS estimation
Daily soil temperature modeling using `panel-data' concept
Estimation of time-varying coefficient dynamic panel data models
Statistical inference in factor analysis for diffusion processes from discrete observations
A Bayesian analysis on time series structural equation models
Sensitivity analysis of structural equation models with equality functional constraints
Sensitivity analysis of structural equation models
Entropic covariance models
Maximum likelihood estimation of short panel autoregressive models with flexible form of fixed effects
Handling missing data in variational autoencoder based item response theory
The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
Testing and estimation of equal variances for correlated variables
Linear structural relations: Gradient and Hessian of the fitting function
Factor and ideal point analysis for interpersonally incomparable data
Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
The algebra of multimode factor analysis
Quantifying adventitious error in a covariance structure as a random effect
Testing structural equation models: the effect of kurtosis
Linear latent variable models and covariance structures
On the treatment of correlation structures as covariance structures
On the distribution of the maximum likelihood estimator of Cronbach's alpha

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