Pages that link to "Item:Q3788906"
From MaRDI portal
The following pages link to Analysis of Covariance Structures Under Elliptical Distributions (Q3788906):
Displaying 28 items.
- Model-based principal components of correlation matrices (Q391551) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- A robust Bayesian approach for structural equation models with missing data (Q477948) (← links)
- Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- Some asymptotic inferential problems connected with complex elliptical distribution (Q756880) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
- Invariance of covariance structures under groups of transformations (Q1185343) (← links)
- Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
- On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions (Q1284054) (← links)
- A note on the parameter set for factor analysis models (Q1300834) (← links)
- Algorithms for unweighted least-squares factor analysis (Q1351855) (← links)
- Bayesian diagnostics of transformation structural equation models (Q1615135) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Application of the bootstrap methods in factor analysis (Q1901373) (← links)
- Structural equation modeling with heavy tailed distributions (Q2259998) (← links)
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
- On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Asymptotic robustness of standard errors in multilevel structural equation models (Q2493135) (← links)
- Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
- A semiparametric Bayesian approach for structural equation models (Q2786178) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble (Q3386457) (← links)
- Efficient linear estimation problem in the bivariate Kotz distribution under dependence assumptions (Q5290886) (← links)
- A test of multivariate independence based on a single factor model (Q5960848) (← links)
