A class of factor analysis estimation procedures with common asymptotic sampling properties

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15) Algorithms in computer science (68W99)

Cites Work

Linear Statistical Inference and its Applications
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Title not available (Why is that?)
Some contributions to maximum likelihood factor analysis
Title not available (Why is that?)
Factor analysis by generalized least squares
VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
Title not available (Why is that?)
On Stochastic Limit and Order Relationships
Large-Sample Theory: Parametric Case
A note on Lawley's formulas for standard errors in maximum likelihood factor analysis

Cited In (21)

Quantifying adventitious error in a covariance structure as a random effect
The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
Measures of multivariate dependence based on a distance between Fisher information matrices
Best linear predictors for factor scores
A class of tests for a general covariance structure
On the treatment of correlation structures as covariance structures
Some properties of estimated scale invariant covariance structures
A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages
Rotating factors to simplify their structural paths
On nonequivalence of several procedures of structural equation modeling
Geodesic estimation in elliptical distributions
The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality
Factor analysis for non-normal variables
Structural equation modeling with near singular covariance matrices
Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective
Expected predictive least squares for model selection in covariance structures
Consistent and asymptotically normal PLS estimators for linear structural equations
Robustness of normal theory statistics in structural equation models*
Testing structural equation models: the effect of kurtosis

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