The following pages link to (Q5664695):
Displaying 50 items.
- On covariance estimators of factor loadings in factor analysis (Q1268006) (← links)
- A note on the parameter set for factor analysis models (Q1300834) (← links)
- Conjugate gradient methods in confirmatory factor analysis (Q1361523) (← links)
- A Bayesian estimation of factor score in confirmatory factor model with polytomous, censored or truncated data (Q1362277) (← links)
- Assessing local influence for specific restricted likelihood: Application to factor analysis (Q1385097) (← 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)
- Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
- Automated learning of factor analysis with complete and incomplete data (Q1623405) (← links)
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Robust skew-\(t\) factor analysis models for handling missing data (Q1689494) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Analysis of structural equation models with interval and polytomous data (Q1802437) (← links)
- Factor analysis for clustered observations (Q1803391) (← links)
- The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
- Standard errors for rotated factor loadings (Q1843278) (← links)
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis (Q1844035) (← links)
- Standard errors for obliquely rotated factor loadings (Q1844036) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Identifiability of full, marginal, and conditional factor analysis models (Q1897107) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Application of the bootstrap methods in factor analysis (Q1901373) (← links)
- Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
- Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables (Q2057836) (← links)
- Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers (Q2125473) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the Metropolis-Hastings algorithm (Q2248662) (← links)
- Conditions for factor (in)determinacy in factor analysis (Q2248667) (← links)
- Stepwise variable selection in factor analysis (Q2250607) (← links)
- On equivariance and invariance of standard errors in three exploratory factor models (Q2250616) (← links)
- Some relationships between factors and components (Q2250622) (← links)
- Generalized latent trait models (Q2250640) (← links)
- An estimate of the covariance between variables which are not jointly observed (Q2250651) (← links)
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results (Q2250686) (← links)
- Oblique factors and components with independent clusters (Q2259874) (← links)
- Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
- Positive loadings and factor correlations from positive covariance matrices (Q2260018) (← links)
- Implications of indeterminate factor-error covariances for factor construction, prediction, and determinacy (Q2260974) (← links)
- Might ``unique'' factors be ``common''? On the possibility of indeterminate common-unique covariances (Q2260976) (← links)
- Bias in estimation of misclassification rates (Q2261031) (← links)
- A mixture factor model with applications to microarray data (Q2273145) (← links)
