An implicit function approach to constrained optimization with applications to asymptotic expansions
factor analysissingular value decompositionLagrange multipliersestimating functionsEdgeworth expansionsTaylor series expansionsmatrix derivativesbordered Hessiansecond derivative testbordered determinantal criterion
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Approximation with constraints (41A29)
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- A note on Silvey's (1959) theorem
- A note on a Manova model applied to problems in growth curve
- Asymptotics of estimating equations under natural conditions.
- Estimating equations with nuisance parameters: Theory and applications
- Estimating equations, empirical likelihood and constraints on parameters
- GRADIENT METHODS FOR ANALYTIC ROTATION
- Likelihood methods in statistics
- Matrix derivatives with an application to an adaptive linear decision problem
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- Newton algorithms for analytic rotation: an implicit function approach
- On direct product matrices
- Quartic rotation criteria and algorithms
- SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Some results on commutation matrices, with statistical applications
- Standard errors for obliquely rotated factor loadings
- Standard errors for rotated factor loadings
- The Lagrangian Multiplier Test
- The varimax criterion for analytic rotation in factor analysis
- Principal components on coefficient of variation matrices
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- scientific article; zbMATH DE number 5799881 (Why is no real title available?)
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