ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
From MaRDI portal
Publication:4807291
DOI10.1017/S0266466602182041zbMath1109.62308MaRDI QIDQ4807291
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
The independent factor analysis approach to latent variable modelling, A class of distribution-free models for longitudinal mediation analysis, Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model, Correlated samples with fixed and nonnormal latent variables, A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing, Eight test statistics for multilevel structural equation models, Asymptotic robustness of the asymptotic biases in structural equation modeling, On insensitivity of the chi-square model test to nonlinear misspecification in structural equation models, Asymptotic biases in exploratory factor analysis and structural equation modeling, On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions, Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models, The effect of kurtosis on the power of two test statistics in covariance structure analysis