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ctacmos robust_inference [52 articles]

Neue Publikationen in ctacmos Bibliothek eingetragen unter dem Bezeichner: robust_inference. You can also see everyone's robust_inference.
  • ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
    Econometric Theory, Vol. 18, No. 02. (2002), pp. 297-312.
    by Albert Satorra
  • Asymptotic expansion of the distributions of the estimators in factor analysis under non-normality
    British Journal of Mathematical and Statistical Psychology, Vol. 60, No. 2. (November 2007), pp. 395-420.
  • Asymptotic robustness of the asymptotic biases in structural equation modeling
    Computational Statistics & Data Analysis (02 July 2004), 79959297.
  • Robustness of statistical inference in factor analysis and related models
    Biometrika, Vol. 74, No. 2. (1 June 1987), pp. 375-384.
    by MW Browne
    posted to robust_inference factor_analysis asymptotics by ctacmo on 2008-09-30 21:15:43 as **
  • The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions
    Annals of Statistics, Vol. 16, No. 2. (1988), pp. 759-771.
    by TW Anderson, Yasuo Amemiya
    posted to robust_inference factor_analysis asymptotics by ctacmo on 2008-09-30 21:15:05 as **
  • Robust Properties of Likelihood Ratio Test
    Biometrika, Vol. 69, No. 1. (1982), pp. 19-27.
    by John T Kent
  • Asymptotic relative efficiency of the classical test statistics under misspecification
    Journal of Econometrics, Vol. 42, No. 3. (November 1989), pp. 351-369.
    by Pentti Saikkonen
    posted to asymptotics misspecified_models robust_inference by ctacmo on 2008-06-30 17:35:00 as **
  • Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, Vol. 55, No. 6. (1987), pp. 1305-1329.
    by Russell Davidson, James G Mackinnon
  • On improving the robustness and reliability of Rao's score test
    Journal of Statistical Planning and Inference, Vol. 97, No. 1. (1 August 2001), pp. 153-176.
    by LG Godfrey, CD Orme
    posted to asymptotics misspecified_models robust_inference by ctacmo on 2008-06-30 17:19:24 as **
  • Assessing the Effect of Model Misspecifications on Parameter Estimates in Structural Equation Models
    Sociological Methodology, Vol. 33, No. 1. (2003), pp. 241-265.
    by Ke H Yuan, Linda L Marshall, Peter M Bentler
  • Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition
    (21 June 2006)
    by Raymond J Carroll, David Ruppert, Leonard A Stefanski, Ciprian M Crainiceanu
  • Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics)
    (06 April 2005)
    by Frank R Hampel, Elvezio M Ronchetti, Peter J Rousseeuw, Werner A Stahel
  • notes Standard errors in covariance structure models: Asymptotics versus bootstrap
    British Journal of Mathematical and Statistical Psychology, Vol. 59, No. 2. (November 2006), pp. 397-417.
    by Ke-Hai Yuan, Kentaro Hayashi
  • On Chi-Square Difference and z Tests in Mean and Covariance Structure Analysis when the Base Model is Misspecified
    Educational and Psychological Measurement, Vol. 64, No. 5. (1 October 2004), pp. 737-757.
    by Ke-Hai Yuan, Peter M Bentler
  • A New Measure of Misfit for Covariance Structure Models
    Behaviormetrika, Vol. 31, No. 1. (2004), pp. 67-90.
    by Ke-Hai Yuan, Linda L Marshall
  • Robust Statistics: Theory and Methods
    (2006)
    by Ricardo A Maronna, Douglas R Martin, Victor J Yohai
  • On testing functional constraints in structural equation models
    Biometrika, Vol. 72, No. 1. (1 April 1985), pp. 125-131.
    by Sik-Yum Lee
  • Alternative test criteria in covariance structure analysis: A unified approach
    Psychometrika, Vol. 54, No. 1. (27 March 1989), pp. 131-151.
    by Albert Satorra
  • ML Estimation of Mean and Covariance Structures with Missing Data Using Complete Data Routines
    Journal of Educational and Behavioral Statistics, Vol. 24, No. 1. (1999), pp. 21-41.
    by Mortaza Jamshidian, Peter M Bentler
  • Analysis of domain means in complex surveys
    Journal of Statistical Planning and Inference, Vol. 102, No. 1. (1 March 2002), pp. 47-58.
    by DR Bellhouse, JNK Rao
  • On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators
    Journal of Statistical Planning and Inference, Vol. 108, No. 1-2. (1 November 2002), pp. 121-136.
    by Anil K Bera, Totok Suprayitno, Gamini Premaratne
  • notes Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models
    Journal of the American Statistical Association, Vol. 101, No. 474. (2006), pp. 644-653.
    by Irini Moustaki, Maria-Pia Victoria-Feser
  • Empirical Likelihood for Linear Models
    The Annals of Statistics, Vol. 19, No. 4. (1991), pp. 1725-1747.
    by Art Owen
  • Empirical Likelihood Ratio Confidence Regions
    The Annals of Statistics, Vol. 18, No. 1. (1990), pp. 90-120.
    by Art Owen
  • notes Corrections to Test Statistics and Standard Errors in Covariance Structure Analysis
    by Albert Satorra, Peter M Bentler
    edited by Alexander von Eye, Clifford C Clogg
  • Asymptotic Robust Inferences in the Analysis of Mean and Covariance Structures
    Sociological Methodology, Vol. 22 (1992), pp. 249-278.
    by Albert Satorra
  • notes Asymptotic behavior of general M-estimates for regression and scale with random carriers
    Probability Theory and Related Fields, Vol. 58, No. 1. (1981), pp. 7-19==20.
    by Ricardo A Maronna, Victor J Yohai
  • notes Robust M-Estimators of Multivariate Location and Scatter
    Annals of Statistics, Vol. 4, No. 1. (1976), pp. 51-67.
    by Ricardo A Maronna
  • notes Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
    Journal of the American Statistical Association, Vol. 92, No. 438. (1997), pp. 767-774.
    by Ke H Yuan, Peter M Bentler
  • Normal theory based test statistics in structural equation modeling
    British Journal of Mathematical and Statistical Psychology, Vol. 51 (1998), pp. 289-309.
    by KH Yuan, PM Bentler
  • Robustness Issues in Structural Equation Modeling: A Review of Recent Developments
    Quality and Quantity, Vol. 24 (1990), pp. 367-386.
    by A Satorra
  • The Impact of Specification Error on the Estimation, Testing, and Improvement of Structural Equation Models
    Multivariate Behavioral Research, Vol. 23 (1988), pp. 69-86.
    by David Kaplan
  • Local Influence in Structural Equation Models
    Structural Equation Modeling, Vol. 2 (1995), pp. 13-30.
    by Noel G Cadigan
  • On the Robustness of LISREL (Maximum Likelihood Estimation) Against Small Sample Size and Nonnormality
    (1983)
    by Anne Boomsma
  • The Effect of Sampling Error on Convergence, Improper Solutions, and Goodness-of-Fit Indices for Maximum Likelihood Confirmatory Factor Analysis
    Psychometrika, Vol. 49 (1984), pp. 155-173.
    by James C Anderson, David Gerbing
  • notes Asymptotic Statistics
    (1998)
  • Asymptotic Distribution of Test Statistic in the Analysis of Moment Structures Under Inequality Constraints
    Biometrika, Vol. 72, No. 1. (1985), pp. 133-144.
    by Alexander Shapiro
  • notes Corrections to test statistics and standard errors in covariance structure analysis
    (1994), pp. 399-419.
    by A Satorra, PM Bentler
    edited by A von Eye, CC Clogg
  • Asymptotic Robust Inference in the Analysis of Mean and Covariance Structures
    Sociological Methodology, Vol. 22 (1992), pp. 249-278.
    by Albert Satorra
  • Model conditions for asymptotic robustness in the analysis of linear relations
    Computational Statistics and Data Analysis, Vol. 10, No. 3. (1990), pp. 235-249.
    by Albert Satorra, Peter M Bentler
  • notes Robust Statistics
    (1974)
    by Peter Huber
  • notes The behavior of the maximum likelihood estimates under nonstandard conditions
    Vol. 1 (1967), pp. 221-233.
    by Peter Huber
  • notes The Sandwich Estimator of Variance
    (2003)
    by James W Hardin
    edited by Thomas B Fomby, Carter R Hill
  • Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study
    British Journal of Mathematical and Statistial Psychology, Vol. 44, No. 2. (1991), pp. 347-357.
    by CP Chou, PM Bentler, A Satorra
  • notes Asymptotically distribution-free methods for the analysis of the covariance structures
    British Journal of Mathematical and Statistical Psychology, Vol. 37 (1984), pp. 62-83.
    by MW Browne
  • notes On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators
    Journal of Statistical Planning and Inference, Vol. 108, No. 1--2. (2002), pp. 121-136.
    by Anil K Bera, Totok Suprayitno, Gamini Premaratne
  • notes Pseudo Maximum Likelihood Estimation and a Test for Misspecification in Mean and Covariance Structure Models
    Psychometrika, Vol. 54 (1989), pp. 409-426.
    by Gerhard Arminger, Ronald J Schoenberg
  • notes Maximum Likelihood Estimation of Misspecified Models
    Econometrica, Vol. 50, No. 1. (1982), pp. 1-26.
    by Halbert White
  • Consequences and Detection of Misspecified Nonlinear Regression Models
    Journal of the American Statistical Association, Vol. 76 (1981), pp. 419-433.
    by Halbert White
  • notes A Heteroskedasticity-Consistent Covariance-Matrix Estimator and a Direct Test for Heteroskedasticity
    Econometrica, Vol. 48, No. 4. (1980), pp. 817-838.
    by Halbert White
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