Computational algorithms for the factor model (Q3736740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational algorithms for the factor model |
scientific article |
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Computational algorithms for the factor model (English)
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1986
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computation of factor loadings
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Algorithms
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maximum likelihood estimators
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estimated covariance matrix
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factor model
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large matrices
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multivariate errors-in-variables model
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