Pages that link to "Item:Q1223907"

The following pages link to A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907):

Displaying 21 items.

• 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)
• A class of tests for a general covariance structure (Q581964) (← links)
• Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
• Testing structural equation models: the effect of kurtosis (Q901622) (← links)
• On the treatment of correlation structures as covariance structures (Q918092) (← links)
• Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
• Factor analysis for non-normal variables (Q1086951) (← links)
• Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
• A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages (Q1261623) (← links)
• Geodesic estimation in elliptical distributions (Q1372215) (← links)
• Measures of multivariate dependence based on a distance between Fisher information matrices (Q1582361) (← links)
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
• Consistent and asymptotically normal PLS estimators for linear structural equations (Q1623717) (← links)
• On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
• Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective (Q2517880) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
• Best linear predictors for factor scores (Q3125798) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
• Rotating factors to simplify their structural paths (Q6057041) (← links)