Linear latent variable models and covariance structures

DOI10.1016/0304-4076(89)90044-4zbMath0702.62051OpenAlexW1999095746MaRDI QIDQ915307

T. W. Anderson

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90044-4

zbMATH Keywords

asymptotic distributionmaximum likelihood estimatorautoregressive processesgoodness of fit testsnon-normalityasymptotic robustnesslikelihood ratio criteriontests of covariance structurecovariance structuresfinite second order momentsgeneralization of factor analysislinear latent variable modelsmultiple battery factor analysispanel studiestesting independence of subvectors

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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