scientific article

From MaRDI portal
Revision as of 22:01, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3231647

zbMath0070.14703MaRDI QIDQ3231647

T. W. Anderson, Herman Rubin

Publication date: 1956


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated DataA Mode-Jumping Algorithm for Bayesian Factor AnalysisIdentifiability issues of age-period and age-period-cohort models of the Lee-Carter typeMaximum likelihood factor analysis with rank-deficient sample covariance matricesFiniteness of small factor analysis modelsNon-identifiable parametric probability models and reparametrizationNew lower and upper bounds for communality in factor analysisMeasurement error and ANCOVA: Functional and structural relationship approachesIdentifiability of Bifactor ModelsAlpha factor analysisSensitivity analysis in maximum likelihood factor analysisCross-Sectional Dependence in Panel Data AnalysisTreatment Effects: A Bayesian PerspectiveEconometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured InputsA stochastic volatility factor model of heston type. Statistical properties and estimationUnnamed ItemDisjoint factor analysis with cross-loadingsA Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its ApplicationsStandard error estimates in hierarchical generalized linear modelsStatistical inference in factor analysis for diffusion processes from discrete observationsIdentifying Effects of Multiple Treatments in the Presence of Unmeasured ConfoundingOn some limitations of probabilistic models for dimension‐reduction: Illustration in the case of probabilistic formulations of partial least squaresCommunity network auto-regression for high-dimensional time seriesComparing stochastic volatility specifications for large Bayesian VARsApproximate factor models with weaker loadingsLikelihood approach to dynamic panel models with interactive effectsMatrix-variate data analysis by two-way factor model with replicated observationsScore predictor factor analysis as a tool for the identification of single-item indicatorsTreatment effects in interactive fixed effects models with a small number of time periodsLarge factor model estimation by nuclear norm plus \(\ell_1\) norm penalizationA general theorem and proof for the identification of composed CFA modelsSparse and simple structure estimation via prenet penalizationWithin-person variability score-based causal inference: a two-step estimation for joint effects of time-varying treatmentsHigh-dimensional factor copula models with estimation of latent variablesDetecting approximate replicate components of a high-dimensional random vector with latent structureUnnamed ItemIndependent exploratory factor analysis with application to atmospheric science dataThe effect of schooling and ability on achievement test scoresGeneralized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed TypesStar graphs induce tetrad correlations: for Gaussian as well as for binary variablesTheory and methods of panel data models with interactive effectsFactor analysis regressionUnnamed ItemConditions for factor (in)determinacy in factor analysisStepwise variable selection in factor analysisZig-zag exploratory factor analysis with more variables than observationsA comparative investigation on subspace dimension determinationEinige Grundprobleme der FaktorenanalyseBias in estimation of misclassification ratesWho's afraid of reduced-rank parameterizations of multivariate models? Theory and exampleIdentification, estimation and testing of conditionally heteroskedastic factor modelsPopulation mixture models and clustering algorithmsMoment-based dimension reduction for multivariate response regressionNoisy Independent Component Analysis as a Method of Rotating the Factor ScoresFactor analysis with (mixed) observed and latent variables in the exponential familyIdentification theory for high dimensional static and dynamic factor modelsTheoretical Analysis and Comparison of Several Criteria on Linear Model Dimension ReductionFactor Analysis as Data Matrix Decomposition: A New Approach for Quasi-Sphering in Noisy ICADynamic treatment effectsBayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problemIn spite of indeterminacy many common factor score estimates yield an identical reproduced covariance matrixIndeterminacy problems and the interpretation of factor analysis resultsLinear Models Based on Noisy Data and the Frisch SchemeTesting a simple structure hypothesis in factor analysisInstrumental variables in factor analysisFitting the factor analysis modelFull information maximum likelihood estimation in factor analysis with a large number of missing valuesA comparison of four methods of constructing factor scoresEfficient estimation in image factor analysisBayesian Inference for the One-Factor Copula ModelThree common factor models for groups of variablesInstability of statistical factor analysisThe use of factor analysis in the statistical analysis of multiple time seriesEconometrics and psychometrics: A survey of communalitiesRelations of factor score estimates to their useSome new results on factor indeterminacyFactor analysis by generalized least squaresRank regularized estimation of approximate factor modelsStructured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their ImplicationsA novel Bayesian approach for latent variable modeling from mixed data with missing valuesIdentification of the linear factor modelConstructing Common Factors from Continuous and Categorical DataUnnamed ItemOrder-invariant prior specification in Bayesian factor analysisA deep learning algorithm for high-dimensional exploratory item factor analysisThe asymptotic covariance matrix of sample correlation coefficients under general conditionsDynamic discrete choice and dynamic treatment effectsGeneralized least squares estimation of the functional multivariate linear errors-in-variables modelUnderstanding non-linear modeling of measurement invariance in heterogeneous populationsInference in latent factor regression with clusterable featuresNon-asymptotic properties of spectral decomposition of large Gram-type matrices and applicationsDescribing the elephant: Structure and function in multivariate dataConsistent noisy independent component analysisModeling latent topics in social media using dynamic exploratory graph analysis: the case of the right-wing and left-wing trolls in the 2016 US electionsSecond-order disjoint factor analysisFactor analysis models via I-divergence optimizationAlgorithms for unweighted least-squares factor analysisIdentifiability of full, marginal, and conditional factor analysis modelsIdentification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod modelsThe covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions







This page was built for publication: