Asymptotic expansions and bootstrap approximations in factor analysis

DOI10.1006/jmva.2001.1991zbMath0998.62008MaRDI QIDQ1604617

Sadanori Konishi, Masanori Ichikawa

Publication date: 8 July 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1991

zbMATH Keywords

bootstrap; confidence intervals; asymptotic expansion; factor analysis; Cornish-Fisher expansion; Edgeworth expansion

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

65C05: Monte Carlo methods

Related Items

Asymptotic biases in exploratory factor analysis and structural equation modeling, Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis, Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Edgeworth corrected pivotal statistics and the bootstrap
• On various causes of improper solutions in maximum likelihood factor analysis
• Bootstrap methods: another look at the jackknife
• A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
• Application of the bootstrap methods in factor analysis
• The bootstrap and Edgeworth expansion