Pages that link to "Item:Q1078943"
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The following pages link to On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943):
Displaying 15 items.
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Using structural equation modelling to detect measurement bias and response shift in longitudinal data (Q1633178) (← links)
- Circumplex models for correlation matrices (Q1803388) (← links)
- Model modification in structural equation modeling by imposing constraints. (Q1853789) (← links)
- On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- Power analysis for the bootstrap likelihood ratio test for the number of classes in latent class models (Q2418266) (← links)
- Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach (Q2798587) (← links)
- Copula structure analysis (Q2920266) (← links)
- ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA (Q4606375) (← links)
- (Q4981435) (← links)
- Advantages of using unweighted approximation error measures for model fit assessment (Q6175680) (← links)
- Composite likelihood model comparison test under fixed and local alternatives (Q6541455) (← links)
