On maximum likelihood estimation in factor analysis-an algebraic derivation

DOI10.1016/J.SIGPRO.2009.01.002MaRDI QIDQ1016902zbMATH OpenOpenAlexWikidataFDO

Authors Petre Stoica, Magnus Jansson

Publication date 14 May 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.01.002

zbMATH Keywords

factor analysismaximum likelihood

Mathematics Subject Classification ID

Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10)

Recommendations

• The algebra of multimode factor analysis
• scientific article; zbMATH DE number 1192276
• Properties of the maximum likelihood solution in factor analysis regression
• Maximum likelihood factor analysis with rank-deficient sample covariance matrices
• The multiple roots phenomenon in maximum likelihood estimation for factor analysis

Cites work

• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3083054 (Why is no real title available?)
• A trace inequality for matrix product
• Cross Entropy Approximation of Structured Gaussian Covariance Matrices
• MUSIC, maximum likelihood, and Cramer-Rao bound
• Matrix Analysis
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

Cited in

(12)

• A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model
• Properties of the maximum likelihood solution in factor analysis regression
• Source enumeration based on the singular vector of Hankel matrix for low signal-to-noise ratio
• Simplification to the maximum likelihood function in confirmatory factor analysis
• The structure of improper solutions in maximum likelihood factor analysis
• The multiple roots phenomenon in maximum likelihood estimation for factor analysis
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors
• Zur existenz der maximum-likeliliood-schatzung beim faktorenmodell
• Computation of the maximum likelihood estimator in low-rank factor analysis
• scientific article; zbMATH DE number 1192276 (Why is no real title available?)
• A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis
• scientific article; zbMATH DE number 47266 (Why is no real title available?)

This page was built for publication: On maximum likelihood estimation in factor analysis-an algebraic derivation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1016902)