When WLSMV was used whether Mplus reports the CI for RMSEA?
Searched on Mplus web discussion borad and found out based on mplus guru Linda's responses that Mplus has not developed interval estimate for RMSEA for WLSMV model yet.
http://www.statmodel.com/discussion/messages/23/700.html?1118330974
Also, it is possible to get a not significant indirect effect even when all direct effects are significant.
On the web http://www.statmodel.com/cgi-bin/discus/discus.cgi?pg=prev&topic=11&page=432 Dr. Muten gave some explanations on this issue.
This link also helps scholars clarify the puzzles on non-normality, high censoring rate data, Delta method and bootstrping on SE estimate, and the confidence interval for indirect effect (citations are available for this.) .
This link http://www.statmodel.com/discussion/messages/9/63.html?1154711148 conresponds to the issues of identifying the model fit indices when WLSMV was used.
It is clear that the forth moments of multivariate distribution such as the dependent effect sizes (correlated random variables) will determine the asymptotic variance-covariance of correlations between the random variables. In our case the forth moments of the distribution of the multi-dependent-effect-size (correlations) will determine the asymptotic variance-covariance of the correlations between those dependent effect sizes which are correlations computed from previous studies.
The components the are functionally related to the correlation matrix of the multivariate distribution and the kurtosis parameter defined as following. 
Understanding the functional relationship between the forth moment and the correlation matrix of the multivariate distribution. And the relationship was defined as above.
So far I think we need to understand the definition of elliptical distribution. The followings are some links about its definition and applications.
