Pages that link to "Item:Q1199861"

The following pages link to Robust statistics for test-of-independence and related structural models (Q1199861):

Displaying 16 items.

• A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331) (← links)
• Completely robust statistics for dependence in the general linear model (case of full rank) (Q1063358) (← links)
• On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions (Q1284054) (← links)
• A note on likelihood ratio tests for models with latent variables (Q2065257) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
• <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997) (← links)
• Robustness of statistical inference in factor analysis and related models (Q3771422) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
• (Q4449474) (← links)
• The performance of robust test statistics with categorical data (Q4614604) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)