Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators

DOI10.1080/03610921003650416zbMath1220.62017OpenAlexW2078543732MaRDI QIDQ3006295

Haruhiko Ogasawara

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003650416

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Multivariate regression models for panel data
• Factor analysis for non-normal variables
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Mean comparison: manifest variable versus latent variable
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling
• A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
• Asymptotically distribution‐free methods for the analysis of covariance structures

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