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Some properties of estimated scale invariant covariance structures

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  • t. Dijkstra

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Suggested Citation

  • t. Dijkstra, 1990. "Some properties of estimated scale invariant covariance structures," Psychometrika, Springer;The Psychometric Society, vol. 55(2), pages 327-336, June.
  • Handle: RePEc:spr:psycho:v:55:y:1990:i:2:p:327-336
    DOI: 10.1007/BF02295290
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    File URL: http://hdl.handle.net/10.1007/BF02295290
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    References listed on IDEAS

    as
    1. Dijkstra, Theo, 1983. "Some comments on maximum likelihood and partial least squares methods," Journal of Econometrics, Elsevier, vol. 22(1-2), pages 67-90.
    2. A. Swain, 1975. "A class of factor analysis estimation procedures with common asymptotic sampling properties," Psychometrika, Springer;The Psychometric Society, vol. 40(3), pages 315-335, September.
    3. P. Bentler, 1983. "Some contributions to efficient statistics in structural models: Specification and estimation of moment structures," Psychometrika, Springer;The Psychometric Society, vol. 48(4), pages 493-517, December.
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    Cited by:

    1. R. Bailey & J. Gower, 1990. "Approximating a symmetric matrix," Psychometrika, Springer;The Psychometric Society, vol. 55(4), pages 665-675, December.

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