Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
From MaRDI portal
(Redirected from Publication:789863)
Recommendations
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS
- A note on the consistency of estimators in the analysis of moment structures
- A new class of asymptotically efficient estimators for moment condition models
- scientific article; zbMATH DE number 3951811
- Efficient estimation of moments in linear mixed models
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- Efficient estimation of general dynamic models with a continuum of moment conditions
- scientific article; zbMATH DE number 3900015
- Estimating structural mean models with multiple instrumental variables using the generalised method of moments
- scientific article; zbMATH DE number 895432
Cites work
- scientific article; zbMATH DE number 3837235 (Why is no real title available?)
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3814788 (Why is no real title available?)
- scientific article; zbMATH DE number 3818858 (Why is no real title available?)
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 3940575 (Why is no real title available?)
- scientific article; zbMATH DE number 3682868 (Why is no real title available?)
- scientific article; zbMATH DE number 3718368 (Why is no real title available?)
- scientific article; zbMATH DE number 3720240 (Why is no real title available?)
- scientific article; zbMATH DE number 3725452 (Why is no real title available?)
- scientific article; zbMATH DE number 3750112 (Why is no real title available?)
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3793224 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 3528023 (Why is no real title available?)
- scientific article; zbMATH DE number 3538654 (Why is no real title available?)
- scientific article; zbMATH DE number 3554206 (Why is no real title available?)
- scientific article; zbMATH DE number 3793969 (Why is no real title available?)
- scientific article; zbMATH DE number 3441501 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- scientific article; zbMATH DE number 3378375 (Why is no real title available?)
- scientific article; zbMATH DE number 3059244 (Why is no real title available?)
- scientific article; zbMATH DE number 3059245 (Why is no real title available?)
- scientific article; zbMATH DE number 3070794 (Why is no real title available?)
- scientific article; zbMATH DE number 3073484 (Why is no real title available?)
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- A simple comprehensive model for the analysis of covariance structures
- A statistical development of three-mode factor analysis
- A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION
- Chi-square tests for multivariate normality with application to common stock prices
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Detection of multivariate normal outliers
- Efficient Estimation of Simultaneous Equation Systems
- Elliptically Symmetric Distributions: A Review and Bibliography
- Factor analysis by generalized least squares
- Factor analysis by instrumental variables methods
- Further results on asymptotic normality. I
- Identifiability of a Linear Relation between Variables Which Are Subject to Error
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
- Linear Statistical Inference and its Applications
- Linear structural equations with latent variables
- Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
- Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
- Measures of multivariate skewness and kurtosis with applications
- Minimum chi-square, not maximum likelihood!
- Nonlinear Least Squares Estimation
- On the theory of elliptically contoured distributions
- Quasi-likelihood functions
- Some comments on maximum likelihood and partial least squares methods
- Structural analysis of covariance and correlation matrices
- Testing for ellipsoidal symmetry of a multivariate density
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
- The asymptotic distribution of elements of a correlation matrix: Theory and application
- The decomposition of multitrait-multimethod matrices
Cited in
(64)- Multiple‐group structural modelling with non‐normal continuous variables
- Describing the elephant: Structure and function in multivariate data
- Multiple population covariance structure analysis under arbitrary distribution theory
- Nonlinear dynamical structural equation models
- Identification of inconsistent variates in factor analysis
- Estimation of structural equation models with exact and stochastic prior information
- Full maximum likelihood analysis of structural equation models with polytomous variables
- Improved regression calibration
- Robust statistics for test-of-independence and related structural models
- Some properties of estimated scale invariant covariance structures
- Limited information estimation and testing of discretized multivariate normal structural models
- Covariance matrices of quadratic forms in elliptical distributions
- Multivariate analysis with linearizable regressions
- A geometric approach of the generalized least-squares estimation in analysis of covariance structures
- Fast moment estimation for generalized latent Dirichlet models
- Analysis of structural equation models with exact and stochastic constraints using a bayesian approach
- scientific article; zbMATH DE number 3901890 (Why is no real title available?)
- scientific article; zbMATH DE number 926565 (Why is no real title available?)
- Mardia's coefficient of kurtosis in elliptical populations
- Covariance structural analysis with polytomous variables in several populations
- Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
- scientific article; zbMATH DE number 3934230 (Why is no real title available?)
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Determinants of standard errors of mles in confirmatory factor analysis
- A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
- Asymptotic expansions in multi-group analysis of moment structures with an application to linearized estimators
- Maximum likelihood estimation of nonlinear structural equation models
- Covariance structure analysis with three-level data
- Linear latent variable models and covariance structures
- Matrix algebra for higher order moments
- Estimation for structural equation models with missing data
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
- Factor analysis for non-normal variables
- Elliptical regression operationalized
- Structural equation models with continuous and polytomous variables
- The use of third-order moments in structural models
- Some algebraic properties of the Reticular Action Model for moment structures
- A distribution free approach for analysis of two-level structural equation model
- Improving parameter tests in covariance structure analysis
- Use of non-normality in structural equation modeling: Application to direction of causation
- A Bayesian estimation of factor score in confirmatory factor model with polytomous, censored or truncated data
- A propensity score adjustment for multiple group structural equation modeling
- Correlated samples with fixed and nonnormal latent variables
- Standard errors of fit indices using residuals in structural equation modeling
- A semiparametric Bayesian approach for structural equation models
- Characterizing parameters of multivariate elliptical distributions*
- A distribution-free method for structural equation models with incomplete data
- Model conditions for asymptotic robustness in the analysis of linear relations
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
- Doubly robust-type estimation for covariate adjustment in latent variable modeling
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
- Analysis of multisample identified and non-identified structural equation models with stochastic constraints
- An incomplete data approach to the analysis of covariance structures
- Bayesian diagnostics of transformation structural equation models
- A Bayesian analysis of finite mixtures in the LISREL model
- Robustness of normal theory statistics in structural equation models*
- Testing hypotheses about covariance matrices using bootstrap methods
- A Gauss-Newton algorithm for exploratory factor analysis
- Model comparison of nonlinear structural equation models with fixed covariates
- Sensitivity analysis of structural equation models with equality functional constraints
- Sensitivity analysis of structural equation models
- Moments of elliptically distributed random variates
- The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data
- scientific article; zbMATH DE number 1136444 (Why is no real title available?)
This page was built for publication: Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q789863)
