The following pages link to Haruhiko Ogasawara (Q272056):
Displayed 50 items.
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Asymptotic cumulants of ability estimators using fallible item parameters (Q391670) (← links)
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family (Q393634) (← links)
- Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680) (← links)
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- Asymptotic cumulants of the parameters estimators in item response theory (Q549616) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- Rasch's multiplicative Poisson model with covariates (Q676529) (← links)
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
- Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- On the estimators of model-based and maximal reliability (Q1012538) (← links)
- A family of the information criteria using the phi-divergence for categorical data (Q1662860) (← links)
- The inverse survival function for multivariate distributions and its application to the product moment (Q1726708) (← links)
- Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory (Q1931873) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- Maximization of some types of information for unidentified item response models with guessing parameters (Q2066601) (← links)
- Expository moments for pseudo distributions (Q2153600) (← links)
- A unified treatment of agreement coefficients and their asymptotic results: the formula of the weighted mean of weighted ratios (Q2236778) (← links)
- Some relationships between factors and components (Q2250622) (← links)
- Erratum to: ``Some relationships between factors and components'' (Q2250654) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Asymptotic properties of the Bayes modal estimators of item parameters in item response theory (Q2259335) (← links)
- Asymptotic standard errors of IRT observed-score equating methods (Q2259867) (← links)
- Oblique factors and components with independent clusters (Q2259874) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient (Q2267592) (← links)
- The multiple Cantelli inequalities (Q2305029) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases (Q2407514) (← links)
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
- Standard errors of fit indices using residuals in structural equation modeling (Q2511848) (← links)
- Asymptotic expansions for the ability estimator in item response theory (Q2512753) (← links)
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models (Q2517871) (← links)
- The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio (Q2692925) (← links)
- Stratified Coefficients of Reliability and Their Sampling Behavior Under Nonnormality (Q2864534) (← links)
- Estimation of Ability with Reduced Asymptotic Mean Square Error in Item Response Theory (Q2926313) (← links)
- Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators (Q3006295) (← links)
- Bias Reduction of Estimated Standard Errors in Factor Analysis (Q3025111) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
- Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality (Q3378033) (← links)
- Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis (Q3378034) (← links)
- Bias Adjustment Minimizing the Asymptotic Mean Square Error (Q3458086) (← links)
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality (Q3499062) (← links)
- Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality (Q3530503) (← links)
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling (Q3543735) (← links)