Pages that link to "Item:Q957243"
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The following pages link to Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243):
Displaying 9 items.
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data (Q2260979) (← links)
- Robust asymptotic analysis for the mean and covariance structure model (Q2886008) (← links)
- Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality (Q3118598) (← links)
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality (Q3499062) (← links)
- Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
- On the asymptotic standard error of a class of robust estimators of ability in dichotomous item response models (Q4614669) (← links)
- Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model (Q5438716) (← links)