Pages that link to "Item:Q1006671"
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The following pages link to Asymptotic expansions in mean and covariance structure analysis (Q1006671):
Displayed 5 items.
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)