Pages that link to "Item:Q918606"

The following pages link to Asymptotic chi-square tests for a large class of factor analysis models (Q918606):

Displaying 32 items.

• 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)
• A note on one-factor analysis (Q712526) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
• Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
• Linear latent variable models and covariance structures (Q915307) (← links)
• Eight test statistics for multilevel structural equation models (Q956737) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• The asymptotic distribution of a goodness of fit statistic for factorial invariance (Q1069622) (← links)
• The asymptotic normal distribution of estimators in factor analysis under general conditions (Q1103997) (← 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)
• A note on the parameter set for factor analysis models (Q1300834) (← 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)
• Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
• Modified distribution-free goodness-of-fit test statistic (Q1643430) (← links)
• Circumplex models for correlation matrices (Q1803388) (← links)
• A matrix equality useful in goodness-of-fit testing of structural equation models (Q1874087) (← links)
• Identification of inconsistent variates in factor analysis (Q1897126) (← links)
• Inferences on correlation coefficients in some classes of nonnormal distributions (Q1975525) (← links)
• A note on likelihood ratio tests for models with latent variables (Q2065257) (← links)
• Model-based maximum covariance analysis for irregularly observed climatological data (Q2259629) (← links)
• Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
• Continuous orthogonal complement functions and distribution-free goodness of fit tests in moment structure analysis (Q2442110) (← links)
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models (Q2485995) (← links)
• Test for Generalized Variance in Factor Analysis Model (Q3424302) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
• Distribution of preferences and measurement errors in a disaggregated expenditure system (Q4458362) (← links)
• Wald Statistics in high-dimensional PCA (Q5881043) (← links)