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Volumn 42, Issue 2, 1999, Pages 107-113

On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions

Author keywords

Factor analysis; MLE; Pseudo elliptical distribution

Indexed keywords


EID: 0033115516     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00171-0     Document Type: Article
Times cited : (24)

References (12)
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    • Anderson, T.W.1    Amemiya, Y.2
  • 2
    • 85004870441 scopus 로고
    • Asymptotic distribution-free methods for the analysis of covariance structures
    • Browne, M.W., 1984. Asymptotic distribution-free methods for the analysis of covariance structures. British J. Math. Statist. Psychol. 37, 62-83.
    • (1984) British J. Math. Statist. Psychol. , vol.37 , pp. 62-83
    • Browne, M.W.1
  • 4
    • 38249010845 scopus 로고
    • Robust statistics for test-of-independence and related structural models
    • Kano, Y., 1992. Robust statistics for test-of-independence and related structural models. Statist. Probab. Letters 15, 21-26.
    • (1992) Statist. Probab. Letters , vol.15 , pp. 21-26
    • Kano, Y.1
  • 6
    • 2942611661 scopus 로고
    • Measure of multivariate skewness and kurtosis with applications
    • Mardia, K.V., 1970. Measure of multivariate skewness and kurtosis with applications. Biometrika 57, 519-530.
    • (1970) Biometrika , vol.57 , pp. 519-530
    • Mardia, K.V.1
  • 7
    • 0000074746 scopus 로고
    • Scaling corrections for chi-square statistics in covariance structure analysis
    • American Statistical Association, 1988. American Statistical Association, VA
    • Satorra, A., Bentler, P.M., 1988. Scaling corrections for chi-square statistics in covariance structure analysis. American Statistical Association, 1988. Proc. Business and Economics Sections, American Statistical Association, VA, pp. 308-313.
    • (1988) Proc. Business and Economics Sections , pp. 308-313
    • Satorra, A.1    Bentler, P.M.2
  • 8
    • 0003217529 scopus 로고
    • Corrections to test statistics and standard errors in covariance structure analysis
    • von Eye, A., Clogg, C.C. (Lds.), Sage, Thousand Oaks, CA
    • Satorra, A., Bentler, P.M., 1994. Corrections to test statistics and standard errors in covariance structure analysis. In: von Eye, A., Clogg, C.C. (Lds.), Latent Variables Analysis: Applications for Developmental Research, Sage, Thousand Oaks, CA, pp. 399-419.
    • (1994) Latent Variables Analysis: Applications for Developmental Research , pp. 399-419
    • Satorra, A.1    Bentler, P.M.2
  • 9
    • 0001351797 scopus 로고
    • Analysis of covariance structures under elliptical distributions
    • Shapiro, A., Browne, M., 1987. Analysis of covariance structures under elliptical distributions. J. Amer. Statist. Assoc. 82, 1092-1097.
    • (1987) J. Amer. Statist. Assoc. , vol.82 , pp. 1092-1097
    • Shapiro, A.1    Browne, M.2
  • 10
    • 0031531563 scopus 로고    scopus 로고
    • Mean and covariance structure analysis: Theoretical and practical improvements
    • Yuan, K.-H., Bentler, P.M., 1997a. Mean and covariance structure analysis: theoretical and practical improvements. J. Amer. Statist. Assoc. 92, 767-774.
    • (1997) J. Amer. Statist. Assoc. , vol.92 , pp. 767-774
    • Yuan, K.-H.1    Bentler, P.M.2
  • 11
    • 0001275133 scopus 로고    scopus 로고
    • Generating multivariate distributions with specified marginal skewness and kurtosis
    • Bandilla, W., Faulbaum, F. (Eds.), Lucius & Lucius, Stuttgart
    • Yuan, K.-H., Bentler, P.M., 1997b. Generating multivariate distributions with specified marginal skewness and kurtosis. In: Bandilla, W., Faulbaum, F. (Eds.), SoftStat'97: Advances in Statistical Software 6. Lucius & Lucius, Stuttgart, pp. 385-391.
    • (1997) SoftStat'97: Advances in Statistical Software , vol.6 , pp. 385-391
    • Yuan, K.-H.1    Bentler, P.M.2
  • 12
    • 0033418689 scopus 로고    scopus 로고
    • On normal theory and associated test statistics in covariance structure analysis under two classes of nonnormal distributions
    • to appear
    • Yuan, K.-H., Bentler, P.M., 1999. On normal theory and associated test statistics in covariance structure analysis under two classes of nonnormal distributions. Statist. Sinica, to appear.
    • (1999) Statist. Sinica
    • Yuan, K.-H.1    Bentler, P.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.