A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts

DOI10.1016/j.csda.2016.01.012zbMath1468.62181OpenAlexW2284401711MaRDI QIDQ1659193

Alwin Stegeman

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://research.rug.nl/en/publications/a-new-method-for-simultaneous-estimation-of-the-factor-model-parameters-factor-scores-and-unique-parts(bb40cecd-66d1-41d3-a48f-48df5de0b978).html

zbMATH Keywords

simultaneous estimationcommon factor analysisfactor indeterminacydirect fittingminimum rank factor analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

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High-dimensional disjoint factor analysis with its EM algorithm version, Sparsest factor analysis for clustering variables: a matrix decomposition approach, Clustered common factor exploration in factor analysis, Some mathematical properties of the matrix decomposition solution in factor analysis, Some inequalities contrasting principal component and factor analyses solutions, Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors

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