Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models

DOI10.1016/0167-7152(92)90093-KzbMath0761.62076OpenAlexW2016948365MaRDI QIDQ1195581

Yutaka Kano, Masamori T. Ihara

Publication date: 14 December 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90093-k

zbMATH Keywords

factor analysisfull modelsvariance estimationmarginal modelasymptotic equivalenceconditional modelasymptotic covariance matricesgeneralized least-squares estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (3)

Stepwise variable selection in factor analysis ⋮ 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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