The following pages link to (Q5812587):
Displaying 13 items.
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Tests for multivariate normality based on canonical correlations (Q520396) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
- A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations (Q1002565) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- Factor analysis for non-normal variables (Q1086951) (← links)
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841) (← links)
- Unbiased estimation of fourth-order matrix moments (Q1183136) (← links)
- John W. Tukey's contributions to analysis of variance (Q1873613) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models (Q2517871) (← links)
