The multiplier method in constrained estimation of covariance structure models

DOI10.1080/00949658108810459MaRDI QIDQ3954666zbMATH OpenOpenAlexFDO

Authors Sik Lee

Publication date 1981

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658108810459

zbMATH Keywords

augmented Lagrange functionconstrained estimation of covariance structure modelsconstrained weighted least squares estimationmultiplier methodpenalty function method

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Multivariate analysis (62H99) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A general method for analysis of covariance structures
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Constrained estimation in covariance structure analysis
• ESTIMATION AND TESTING OF SIMPLEX MODELS
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• Multiplier methods: A survey
• Structural analysis of covariance and correlation matrices

Cited in

(9)

• Analysis of covariance and correlation structures
• Covariance structure analysis in several populations
• Structural equation models with continuous and polytomous variables
• A modified Newton method for constrained estimation in covariance structure analysis
• Sensitivity analysis in covariance structure analysis with equality constraints
• Estimation of structural equation models with exact and stochastic prior information
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Sensitivity analysis of structural equation models with equality functional constraints
• Constrained estimation and the theorem of Kuhn-Tucker

This page was built for publication: The multiplier method in constrained estimation of covariance structure models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3954666)