Pages that link to "Item:Q2535495"
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The following pages link to Some contributions to maximum likelihood factor analysis (Q2535495):
Displayed 50 items.
- Accounting for time dependence in large-scale multiple testing of event-related potential data (Q141875) (← links)
- Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data (Q276966) (← links)
- A note on variational Bayesian factor analysis (Q280415) (← links)
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- On the exploration of linear latent effect for multivariate modeling (Q345510) (← links)
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper (Q358517) (← links)
- Group factor analysis for Alzheimer's disease (Q382596) (← links)
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences (Q418423) (← links)
- Statistical inference of minimum rank factor analysis (Q463079) (← links)
- On the construction of all factors of the model for factor analysis (Q463092) (← links)
- OpenMx: an open source extended structural equation modeling framework (Q538815) (← links)
- Identification and estimation of dynamic errors-in-variables models (Q583796) (← links)
- Isotone additive latent variable models (Q746242) (← links)
- A loss function for alpha factor analysis (Q760735) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- High-dimensional disjoint factor analysis with its EM algorithm version (Q825338) (← links)
- Whitening as a tool for estimating mutual information in spatiotemporal data sets (Q857639) (← links)
- Finite mixture multilevel multidimensional ordinal IRT models for large scale cross-cultural research (Q971528) (← links)
- A Gauss-Newton algorithm for exploratory factor analysis (Q1081250) (← links)
- Factor analysis for non-normal variables (Q1086951) (← links)
- Describing the elephant: Structure and function in multivariate data (Q1091731) (← links)
- Factor analysis and AIC (Q1092565) (← links)
- Comparison of factor spaces of two related populations (Q1117644) (← links)
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581) (← links)
- Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
- The measurement of factor indeterminacy (Q1213266) (← links)
- Solving implicit equations in psychometric data analysis (Q1219856) (← links)
- Descriptive axioms for common factor theory, image theory and component theory (Q1221720) (← links)
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases (Q1222478) (← links)
- A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
- An interval estimate for making statistical inferences about true scores (Q1225429) (← links)
- A note on Rippe's test of significance in common factor analysis (Q1231726) (← links)
- Statistical aspects of a three-mode factor analysis model (Q1248864) (← links)
- Nonlinear factor analysis as a statistical method. (Q1431208) (← links)
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
- Automated learning of factor analysis with complete and incomplete data (Q1623405) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts (Q1659193) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- The structure of improper solutions in maximum likelihood factor analysis (Q1819505) (← links)
- Standard errors for obliquely rotated factor loadings (Q1844036) (← links)
- Identifiability of full, marginal, and conditional factor analysis models (Q1897107) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Comparative analysis of some structural equation model estimation methods with application to coronary heart disease risk (Q2004266) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Neither Cronbach's alpha nor McDonald's omega: a commentary on Sijtsma and Pfadt (Q2073732) (← links)
- Discrete factor analysis using a dependent Poisson model (Q2203406) (← links)