A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Ke-Hai Yuan / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: SAS / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: TFACTOR / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum-Likelihood Estimation of Parameters Subject to Restraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Principal Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3231647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4251490 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for rotated factor loadings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5808686 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Analysis of Covariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4098510 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically distribution‐free methods for the analysis of covariance structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic covariance matrix of sample correlation coefficients under general conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimation of Dispersion Matrices and Principal Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865046 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for the multiple factor model when data are missing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4188597 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2931894 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3218923 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Influence Curve and Its Role in Robust Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543977 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On covariance estimators of factor loadings in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for the class of orthomax-rotated factor loadings: some matrix results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correspondence analysis with least absolute residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3734843 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust regression using iteratively reweighted least-squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3875115 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of the bootstrap methods in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for obliquely rotated factor loadings / rank
 
Normal rank
Property / cites work
 
Property / cites work: SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rotational equivalence of factor loading matrices with specified values / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Lawley's formulas for standard errors in maximum likelihood factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The varimax criterion for analytic rotation in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency property of elliptical probability density functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood based frequentist inference when data are missing at random / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4866172 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale invariance and the factor analysis of correlation matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for factor (in)determinacy in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing local influence for specific restricted likelihood: Application to factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5664695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for structural equation models with missing data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longitudinal data analysis using generalized linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3816821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Editing and Imputation for Quantitative Survey Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4209818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the relation between S-estimators and M-estimators of multivariate location and covariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of multivariate skewness and kurtosis with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust m-estimators of multivariate location and scatter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor analysis for non-normal variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: The weight matrix in asymptotic distribution-free methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On structural equation modeling with data that are not missing completely at random / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and tests of significance in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4654005 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4115333 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifiability of factor analysis: Some results and open problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the treatment of correlation structures as covariance structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic distribution of elements of a correlation matrix: Theory and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale freeness in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness and efficiency properties of scatter matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resistant lower rank approximation of matrices by iterative majorization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equivariance and invariance of standard errors in three exploratory factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of estimating equations under natural conditions. / rank
 
Normal rank

Latest revision as of 03:45, 9 July 2024

scientific article
Language Label Description Also known as
English
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
scientific article

    Statements

    A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (English)
    0 references
    0 references
    0 references
    0 references
    15 October 2014
    0 references
    simple structure
    0 references
    standard errors
    0 references
    test statistics
    0 references
    equivariance
    0 references
    invariance
    0 references
    nonnormal data
    0 references
    outliers
    0 references
    missing data
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers