Single Sample Cross-Validation Indices for Covariance Structures.

Keywords

Akaike information criterion, Covariance, Statistics, Mathematics, Normality

References

• The Predictive Sample Reuse Method with ApplicationsSeymour Geisser — 1975
• A class of factor analysis estimation procedures with common asymptotic sampling propertiesA. J. Swain — 1975
• Cross-Validation Of Covariance Structures.Robert Cudeck, Michael W. Browne — 1983
• A COMPARISON OF SINGLE SAMPLE AND CROSS‐VALIDATION METHODS FOR ESTIMATING THE MEAN SQUARED ERROR OF PREDICTION IN MULTIPLE LINEAR REGRESSIONMichael W. Browne — 1975
• I. Problems and Designs of Cross-Validation 1Charles I. Mosier — 1951
• On the multivariate asymptotic distribution of sequential Chi-square statisticsJames H. Steiger, Alexander Shapiro, Michael W. Browne — 1985
• PREDICTIVE VALIDITY OF A LINEAR REGRESSION EQUATIONMichael W. Browne — 1975
• Cross‐Validatory Choice and Assessment of Statistical PredictionsM. Stone — 1976
• Estimating the Dimension of a ModelGideon Schwarz — 1978
• Asymptotically distribution-free methods for the analysis of covariance structures.Michael W. Browne — 1984
• Information Theory and an Extension of the Maximum Likelihood PrincipleH. Akaike — 1973
• Cross-Validatory Choice and Assessment of Statistical Predictions (With Discussion)M. Stone — 1976

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