The following pages link to (Q3706342):
Displaying 18 items.
- Elliptical regression operationalized (Q899928) (← links)
- Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
- Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife (Q998830) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (Q1058794) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
- Full maximum likelihood analysis of structural equation models with polytomous variables (Q1263196) (← links)
- A note on the parameter set for factor analysis models (Q1300834) (← links)
- Improving parameter tests in covariance structure analysis (Q1389396) (← links)
- Consistent and asymptotically normal PLS estimators for linear structural equations (Q1623717) (← links)
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
- On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
- Standard errors of fit indices using residuals in structural equation modeling (Q2511848) (← links)
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models (Q2517871) (← links)
