Robust structural equation modeling with missing data and auxiliary variables
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Publication:692422
DOI10.1007/S11336-012-9282-4zbMATH Open1284.62770OpenAlexW2127113155WikidataQ56928794 ScholiaQ56928794MaRDI QIDQ692422FDOQ692422
Authors: Ke-Hai Yuan, Zhi-Yong Zhang
Publication date: 5 December 2012
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-012-9282-4
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Cites Work
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- On the relation between S-estimators and M-estimators of multivariate location and covariance
- Measures of multivariate skewness and kurtosis with applications
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Asymptotically distribution‐free methods for the analysis of covariance structures
- ML estimation of the multivariate \(t\) distribution and the EM algorithm
- Structural equation modeling with heavy tailed distributions
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- Improving parameter tests in covariance structure analysis
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- A robust Bayesian approach for structural equation models with missing data
Cited In (7)
- Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Robust skew-\(t\) factor analysis models for handling missing data
- rsem
- Ridge structural equation modelling with correlation matrices for ordinal and continuous data
- Robust growth mixture models with non-ignorable missingness: models, estimation, selection, and application
- A distribution-free method for structural equation models with incomplete data
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