Generic global identification in factor analysis
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Cites work
- scientific article; zbMATH DE number 3117083 (Why is no real title available?)
- scientific article; zbMATH DE number 728197 (Why is no real title available?)
- A numerical approach to the approximate and the exact minimum rank of a covariance matrix
- Determination of the inertia of a partitioned Hermitian matrix
- Enlargement Methods for Computing the Inverse Matrix
- Estimating linear statistical relationships
- Identifiability of factor analysis: Some results and open problems
- Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
- Schur complements and statistics
- The Matrices of Factor Analysis
- The Resolution of Six Tests into Three General Factors
- The rank of reduced dispersion matrices
Cited in
(19)- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- Rotational uniqueness conditions under oblique factor correlation metric
- Adaptive estimation in structured factor models with applications to overlapping clustering
- Structured prior distributions for the covariance matrix in latent factor models
- Identification of the linear factor model
- Estimation of unique variances using \(g\)-inverse matrix in factor analysis
- Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
- Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix
- Positive loadings and factor correlations from positive covariance matrices
- Might ``unique factors be ``common? On the possibility of indeterminate common-unique covariances
- Linear models based on noisy data and the Frisch scheme
- The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers
- Joint analysis of mixed types of outcomes with latent variables
- Bayesian exploratory factor analysis
- On the identifiability of Bayesian factor analytic models
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
- A general theorem and proof for the identification of composed CFA models
- Data fusion using factor analysis and low-rank matrix completion
- Likelihood approach to dynamic panel models with interactive effects
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