Pages that link to "Item:Q261015"

The following pages link to Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015):

Displaying 17 items.

• Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
• Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
• High-dimensional disjoint factor analysis with its EM algorithm version (Q825338) (← links)
• Sparsest factor analysis for clustering variables: a matrix decomposition approach (Q1630876) (← links)
• Sparse principal component regression for generalized linear models (Q1662867) (← links)
• Clustering of multivariate binary data with dimension reduction via \(L_{1}\)-regularized likelihood maximization (Q1669628) (← links)
• Sparse exploratory factor analysis (Q1682447) (← links)
• A penalized likelihood method for structural equation modeling (Q1695631) (← links)
• Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data (Q2080755) (← links)
• Multidimensional item response theory in the style of collaborative filtering (Q2141657) (← links)
• In the pursuit of sparseness: a new rank-preserving penalty for a finite mixture of factor analyzers (Q2242013) (← links)
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• (Q5011280) (← links)
• Heterogeneous large datasets integration using Bayesian factor regression (Q6121610) (← links)
• Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)
• Sparse and simple structure estimation via prenet penalization (Q6198871) (← links)