The multiplier method in constrained estimation of covariance structure models

DOI10.1080/00949658108810459zbMath0492.62044OpenAlexW2023359416MaRDI QIDQ3954666

Sik-Yum Lee

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810459

zbMATH Keywords

penalty function methodmultiplier methodaugmented Lagrange functionconstrained weighted least squares estimationconstrained estimation of covariance structure models

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Constrained estimation and the theorem of Kuhn-Tucker ⋮ Covariance structure analysis in several populations ⋮ Estimation of structural equation models with exact and stochastic prior information ⋮ Sensitivity analysis of structural equation models with equality functional constraints ⋮ Structural equation models with continuous and polytomous variables ⋮ A modified Newton method for constrained estimation in covariance structure analysis ⋮ Analysis of covariance and correlation structures ⋮ Sensitivity analysis in covariance structure analysis with equality constraints ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

• Unnamed Item
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Multiplier methods: A survey
• Structural analysis of covariance and correlation matrices
• Constrained estimation in covariance structure analysis
• A general method for analysis of covariance structures
• ESTIMATION AND TESTING OF SIMPLEX MODELS

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