On maximum likelihood estimation in factor analysis-an algebraic derivation
DOI10.1016/J.SIGPRO.2009.01.002zbMATH Open1161.94375OpenAlexW2026490434WikidataQ62585989 ScholiaQ62585989MaRDI QIDQ1016902FDOQ1016902
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
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Cites Work
- Matrix Analysis
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- VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
- MUSIC, maximum likelihood, and Cramer-Rao bound
- A trace inequality for matrix product
- Cross Entropy Approximation of Structured Gaussian Covariance Matrices
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Cited In (8)
- Properties of the maximum likelihood solution in factor analysis regression
- A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis
- Zur existenz der maximum-likeliliood-schatzung beim faktorenmodell
- Title not available (Why is that?)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model
- Source enumeration based on the singular vector of Hankel matrix for low signal-to-noise ratio
- The structure of improper solutions in maximum likelihood factor analysis
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