Pages that link to "Item:Q1103997"

The following pages link to The asymptotic normal distribution of estimators in factor analysis under general conditions (Q1103997):

Displaying 50 items.

• A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
• Statistical analysis of factor models of high dimension (Q450044) (← links)
• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Latent variable modeling for integrating output from multiple climate models (Q500630) (← links)
• Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
• Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
• The algebra of multimode factor analysis (Q808131) (← links)
• Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
• Regression analysis of current status data with latent variables (Q825270) (← links)
• Linear latent variable models and covariance structures (Q915307) (← links)
• Asymptotic chi-square tests for a large class of factor analysis models (Q918606) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
• The asymptotic distribution of a goodness of fit statistic for factorial invariance (Q1069622) (← links)
• The asymptotic distribution of a noniterative estimator in exploratory factor analysis (Q1175404) (← links)
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581) (← links)
• On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions (Q1284054) (← links)
• Improving parameter tests in covariance structure analysis (Q1389396) (← links)
• Modeling and prediction for multivariate spatial factor analysis (Q1399278) (← links)
• Nonlinear factor analysis as a statistical method. (Q1431208) (← links)
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
• Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
• Circumplex models for correlation matrices (Q1803388) (← links)
• The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
• Model conditions for asymptotic robustness in the analysis of linear relations (Q1896075) (← links)
• Application of the bootstrap methods in factor analysis (Q1901373) (← links)
• Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• A sparse recovery method for DOA estimation based on the sample covariance vectors (Q2399135) (← links)
• Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
• Robust estimation of constrained covariance matrices for confirmatory factor analysis (Q2445756) (← links)
• Theory and methods of panel data models with interactive effects (Q2448726) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• Asymptotic robustness of standard errors in multilevel structural equation models (Q2493135) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data (Q3013964) (← links)
• Bias Reduction of Estimated Standard Errors in Factor Analysis (Q3025111) (← links)
• Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables (Q3145561) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
• Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis (Q4462561) (← links)
• Asymptotic efficiency of the pseudo‐maximum likelihood estimator in multi‐group factor models with pooled data (Q4614707) (← links)
• Asymptotic Analysis of a Matrix Latent Decomposition Model (Q5079514) (← links)
• Factor recovery by principal axis factoring and maximum likelihood factor analysis as a function of factor pattern and sample size (Q5126980) (← links)
• A New Method for Statistical Multidimensional Unfolding (Q5712005) (← links)
• Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572) (← links)