Asymptotic expansions in mean and covariance structure analysis
type: Item
instance of: scholarly article
title: Asymptotic expansions in mean and covariance structure analysis
zbMATH Open document ID: 1157.62006
author: Haruhiko Ogasawara
published in: Journal of Multivariate Analysis
publication date: 2009-03-25T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5532883
zbMATH Keywords: mean and covariance structure
zbMATH Keywords: factor means
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: Cornish-Fisher expansion
zbMATH Keywords: bias
zbMATH Keywords: skewness
zbMATH Keywords: kurtosis
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.09.001
OpenAlex ID: W2059478301
cites work: A GENERAL METHOD FOR STUDYING DIFFERENCES IN FACTOR MEANS AND FACTOR STRUCTURE BETWEEN GROUPS
cites work: Mean comparison: manifest variable versus latent variable
cites work: Q4891961
cites work: Q3706342
cites work: Q4866638
cites work: Standard errors of fit indices using residuals in structural equation modeling
cites work: Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses
cites work: Q3666044
cites work: Asymptotic biases in exploratory factor analysis and structural equation modeling
cites work: Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
cites work: An implicit function approach to constrained optimization with applications to asymptotic expansions
cites work: Q5812587
cites work: Asymptotic expansion of the sample correlation coefficient under nonnormality
cites work: The bootstrap and Edgeworth expansion
cites work: Asymptotically distribution‐free methods for the analysis of covariance structures
cites work: Unbiased estimation of fourth-order matrix moments
DOI: 10.1016/J.JMVA.2008.09.001
description: scientific article; zbMATH DE number 5532883