Pages that link to "Item:Q5186574"
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The following pages link to Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574):
Displaying 50 items.
- Regression estimation and post-stratification in factor analysis (Q1091710) (← links)
- Describing the elephant: Structure and function in multivariate data (Q1091731) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
- Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
- Unbiased estimation of fourth-order matrix moments (Q1183136) (← links)
- Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
- The variance matrix of sample second-order moments in multivariate linear relations (Q1199870) (← links)
- Structural equation models with continuous and polytomous variables (Q1205770) (← links)
- A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages (Q1261623) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← 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)
- Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
- A distribution free approach for analysis of two-level structural equation model (Q1361524) (← links)
- Weighted least squares fitting using ordinary least squares algorithms (Q1362274) (← links)
- Finite mixtures in confirmatory factor-analysis models (Q1371406) (← links)
- Improving parameter tests in covariance structure analysis (Q1389396) (← links)
- Nonlinear factor analysis as a statistical method. (Q1431208) (← links)
- Bayesian diagnostics of transformation structural equation models (Q1615135) (← links)
- Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
- Assessing the size of model misfit in structural equation models (Q1682434) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
- Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
- Covariance model simulation using regular vines (Q1695739) (← links)
- Dynamic analysis of multivariate panel data with nonlinear transformations (Q1775815) (← links)
- Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Limited information estimation and testing of Thurstonian models for preference data (Q1867825) (← links)
- Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
- A geometric approach of the generalized least-squares estimation in analysis of covariance structures (Q1897092) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Application of the bootstrap methods in factor analysis (Q1901373) (← links)
- Pairwise likelihood estimation for factor analysis models with ordinal data (Q1927206) (← links)
- Comparative analysis of some structural equation model estimation methods with application to coronary heart disease risk (Q2004266) (← links)
- Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables (Q2057836) (← links)
- Data fusion using factor analysis and low-rank matrix completion (Q2058799) (← links)
- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables (Q2066602) (← links)
- Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
- Frequentist model averaging in structure equation model with ordinal data (Q2088934) (← links)
- A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
- Factor uniqueness of the structural Parafac model (Q2220530) (← links)
- Wald type and phi-divergence based test-statistics for isotonic binomial proportions (Q2228739) (← links)
- A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the Metropolis-Hastings algorithm (Q2248662) (← links)
- Data, model, conclusion, doing it again (Q2248665) (← links)
- Conditions for factor (in)determinacy in factor analysis (Q2248667) (← links)
- Stepwise variable selection in factor analysis (Q2250607) (← links)
- Robust mean and covariance structure analysis through iteratively reweighted least squares (Q2250612) (← links)
