Blar i BI Open på forfatter "Grønneberg, Steffen"

A PROBLEM WITH DISCRETIZING VALE–MAURELLI IN SIMULATION STUDIES
Foldnes, Njål; Grønneberg, Steffen (Journal article; Peer reviewed, 2019)Previous influential simulation studies investigate the effect of underlying nonnormality in ordinal data using the Vale–Maurelli (VM) simulation method. We show that discretized data stemming from the VM method with a ... 
Approximating Test Statistics Using Eigenvalue Block Averaging
Foldnes, Njål; Grønneberg, Steffen (Journal article; Peer reviewed, 2018)We introduce and evaluate a new class of approximations to common test statistics in structural equation modeling. Such test statistics asymptotically follow the distribution of a weighted sum of i.i.d. chisquare variates, ... 
Covariance Model Simulation Using Regular Vines
Grønneberg, Steffen; Foldnes, Njål (Journal article; Peer reviewed, 2017)We propose a new and flexible simulation method for nonnormal data with userspecified marginal distributions, covariance matrix and certain bivariate dependencies. The VITA (VIne To Anything) method is based on regular ... 
How general is the ValeMaurelli simulation approach?
Foldnes, Njål; Grønneberg, Steffen (Journal article; Peer reviewed, 2015)The ValeMaurelli (VM) approach to generating nonnormal mul tivariate data involves the use of Fleishman polynomials applied to an underly ing Gaussian random vector. This method has been extensively used in Monte Carlo ... 
On partialsum processes of ARMAX residuals
Grønneberg, Steffen; Holcblat, Benjamin (Journal article; Peer reviewed, 2018)We establish general and versatile results regarding the limit behavior of the partialsum process of ARMAX residuals. Illustrations include ARMA with seasonal dummies, misspecified ARMAX models with autocorrelated errors, ... 
On the errors committed by sequences of estimator functionals
Grønneberg, Steffen; Hjort, Nils Lid (Journal article; Peer reviewed, 2011)Consider a sequence of estimators ˆ n which converges almost surely to 0 as the sample size n tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time ˆ n is further than " ... 
Pernicious Polychorics: The Impact and Detection of Underlying Nonnormality
Foldnes, Njål; Grønneberg, Steffen (Journal article; Peer reviewed, 2019)Ordinal data in social science statistics are often modeled as discretizations of a multivariate normal vector. In contrast to the continuous case, where SEM estimation is also consistent under nonnormality, violation of ... 
Testing Model Fit by Bootstrap Selection
Grønneberg, Steffen; Foldnes, Njål (Journal article; Peer reviewed, 2018)Over the last few decades, many robust statistics have been proposed in order to assess the fit of structural equation models. To date, however, no clear recommendations have emerged as to which test statistic performs ... 
The asymptotic covariance matrix and its use in simulation studies
Foldnes, Njål; Grønneberg, Steffen (Journal article; Peer reviewed, 2017)The asymptotic performance of structural equation modeling tests and standard errors are influenced by two factors: the model and the asymptotic covariance matrix Γ of the sample covariances. Although most simulation studies ... 
The copula information criteria
Grønneberg, Steffen; Hjort, Nils Lid (Journal article; Peer reviewed, 2014)We derive two types of Akaike information criterion (AIC)like modelselection formulae for the semiparametric pseudomaximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...