Expected predictive least squares for model selection in covariance structures
DOI10.1016/J.JMVA.2016.12.007zbMATH Open1359.62226OpenAlexW2568081800MaRDI QIDQ512004FDOQ512004
Authors: Haruhiko Ogasawara 
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.007
Recommendations
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
- Efficient estimation of covariance selection models
- Model selection in semiparametric expectile regression
- Covariate Selection for Linear Errors-in-Variables Regression Models
- Generalised linear model selection by the predictive least quasi-deviance criterion
- Restricted expected multivariate least squares
- Model selection using the estimative and the approximate \(p^*\) predictive densities
Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)
Cites Work
- Title not available (Why is that?)
- Some Comments on C P
- Model Selection and Model Averaging
- Title not available (Why is that?)
- Factor analysis by generalized least squares
- Information criteria and statistical modeling.
- Title not available (Why is that?)
- Asymptotic expansions in mean and covariance structure analysis
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Bias correction of the Akaike information criterion in factor analysis
- Modified AIC and Cp in multivariate linear regression
- On equivariance and invariance of standard errors in three exploratory factor models
- Scale invariance and the factor analysis of correlation matrices
- A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- A note on some equations of confirmatory factor analysis
Cited In (4)
- An asymptotic equivalence of the cross-data and predictive estimators
- GLS discrepancy based information criteria for selecting covariance structure models
- A family of the information criteria using the phi-divergence for categorical data
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
This page was built for publication: Expected predictive least squares for model selection in covariance structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q512004)
