Expected predictive least squares for model selection in covariance structures

DOI10.1016/j.jmva.2016.12.007zbMath1359.62226MaRDI QIDQ512004

Haruhiko Ogasawara

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.007

zbMATH Keywords

asymptotic bias; factor analysis; generalized least squares; AIC; model fit; predictive least squares (PLS)

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H25: Factor analysis and principal components; correspondence analysis

62B10: Statistical aspects of information-theoretic topics

62P15: Applications of statistics to psychology

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An asymptotic equivalence of the cross-data and predictive estimators, A family of the information criteria using the phi-divergence for categorical data

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