Asymptotic robustness of the asymptotic biases in structural equation modeling
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Publication:957243
DOI10.1016/j.csda.2004.06.002zbMath1429.62222OpenAlexW2020111686MaRDI QIDQ957243
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.06.002
Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (5)
Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality ⋮ Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality ⋮ Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data ⋮ Asymptotic expansion and asymptotic robustness of the normal-theory estimators in the random regression model ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality
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