Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
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Publication:1195581
DOI10.1016/0167-7152(92)90093-KzbMath0761.62076MaRDI QIDQ1195581
Yutaka Kano, Masamori T. Ihara
Publication date: 14 December 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
factor analysis; full models; variance estimation; marginal model; asymptotic equivalence; conditional model; asymptotic covariance matrices; generalized least-squares estimators
62F12: Asymptotic properties of parametric estimators
62H25: Factor analysis and principal components; correspondence analysis
Related Items
On covariance estimators of factor loadings in factor analysis, The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
Cites Work
- Analysis of conditional covariance structure models
- The structure of improper solutions in maximum likelihood factor analysis
- Some contributions to maximum likelihood factor analysis
- Factor analysis by generalized least squares
- Scale invariance and the factor analysis of correlation matrices
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