Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

DOI10.1016/J.JMVA.2006.08.005zbMATH Open1116.62063OpenAlexW2034418568MaRDI QIDQ997010FDOQ997010

Ke-Hai Yuan, Kentaro Hayashi, Peter M. Bentler

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.005

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zbMATH Keywords

tablesnormal distributionstructural modelnoncentral chi-square distributionKolmogorov-Smirnov distancequantile-quantile plot

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Asymptotic Statistics
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Title not available (Why is that?)
• Title not available (Why is that?)
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• A class of tests for a general covariance structure
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Mean comparison: manifest variable versus latent variable

Cited In (9)

• Quantifying adventitious error in a covariance structure as a random effect
• Modified distribution-free goodness-of-fit test statistic
• Asymptotic expansions in mean and covariance structure analysis
• Random model discrepancy: interpretations and technicalities (A rejoinder)
• Asymptotic normality of test statistics under alternative hypotheses
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality
• Structural equation modeling with near singular covariance matrices
• Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test

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