Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses

DOI10.1016/j.jmva.2006.08.005zbMath1116.62063OpenAlexW2034418568MaRDI QIDQ997010

Ke-Hai Yuan, Kentaro Hayashi, Peter M. Bentler

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.005

zbMATH Keywords

tablesnormal distributionstructural modelnoncentral chi-square distributionKolmogorov-Smirnov distancequantile-quantile plot

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

Modified distribution-free goodness-of-fit test statistic ⋮ Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures ⋮ Quantifying adventitious error in a covariance structure as a random effect ⋮ Random model discrepancy: interpretations and technicalities (A rejoinder) ⋮ Asymptotic expansions in mean and covariance structure analysis ⋮ Asymptotic normality of test statistics under alternative hypotheses ⋮ Structural equation modeling with near singular covariance matrices ⋮ Differential item functioning analysis without a priori information on anchor items: QQ plots and graphical test ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality

Cites Work

• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• A class of tests for a general covariance structure
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Mean comparison: manifest variable versus latent variable
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• Asymptotic Statistics
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix

This page was built for publication: Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses