The following pages link to Kentaro Hayashi (Q372590):
Displaying 8 items.
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- On covariance estimators of factor loadings in factor analysis (Q1268006) (← 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)
- On the relations among regular, equal unique variances, and image factor analysis models (Q2250613) (← links)
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results (Q2250686) (← links)
- A note on the estimator of the alpha coefficient for standardized variables under normality (Q2260050) (← links)
- On Muthén's maximum likelihood for two-level covariance structure models (Q2260070) (← links)
