The following pages link to (Q4766465):
Displaying 50 items.
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
- Statistical inference of minimum rank factor analysis (Q463079) (← links)
- Tests of homogeneity of means and covariance matrices for multivariate incomplete data (Q463136) (← links)
- A class of distribution-free models for longitudinal mediation analysis (Q487592) (← links)
- A Bayesian analysis on time series structural equation models (Q630936) (← links)
- Sensitivity analysis of structural equation models with equality functional constraints (Q672035) (← links)
- Sensitivity analysis of structural equation models (Q676530) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- Testing and estimation of equal variances for correlated variables (Q749113) (← links)
- Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- The algebra of multimode factor analysis (Q808131) (← links)
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- Testing structural equation models: the effect of kurtosis (Q901622) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- On the mean and variance of response times under the diffusion model with an application to parameter estimation (Q1015242) (← links)
- A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953) (← links)
- Analysis of covariance and correlation structures (Q1059965) (← links)
- Estimation for structural equation models with missing data (Q1072325) (← links)
- Analysis of conditional covariance structure models (Q1073506) (← links)
- Consistency conditions on the least squares estimator in single common factor analysis model (Q1073507) (← links)
- The information matrix for image factor analysis (Q1076461) (← links)
- On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943) (← links)
- A Gauss-Newton algorithm for exploratory factor analysis (Q1081250) (← links)
- Factor analysis for non-normal variables (Q1086951) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- Describing the elephant: Structure and function in multivariate data (Q1091731) (← links)
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056) (← links)
- Theory and method for constrained estimation in structural equation models with incomplete data. (Q1129098) (← links)
- Covariance structure analysis in several populations (Q1171346) (← links)
- Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
- Invariance of covariance structures under groups of transformations (Q1185343) (← links)
- Maximum likelihood and generalized least squares analyses of two level structural equation models (Q1195556) (← links)
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581) (← links)
- Structural equation models with continuous and polytomous variables (Q1205770) (← links)
- Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value (Q1205780) (← links)
- A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
- Statistical aspects of a three-mode factor analysis model (Q1248864) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Matrix results on the Khatri-Rao and Tracy-Singh products (Q1300835) (← links)
- Algorithms for unweighted least-squares factor analysis (Q1351855) (← links)
- Analysis of multisample identified and non-identified structural equation models with stochastic constraints (Q1361567) (← links)
- Tests for equality of parameter matrices in two multivariate linear models (Q1364665) (← links)
- The comparative efficacy of imputation methods for missing data in structural equation model\-ing. (Q1406954) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
