Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
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Publication:2318820
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Cites work
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- A penalized maximum likelihood approach to sparse factor analysis
- An analytical solution for approximating simple structure in factor analysis
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- EM algorithms for ML factor analysis
- Estimation of an oblique structure via penalized likelihood factor analysis
- From simple structure to sparse components: a review
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- On consistency and sparsity for principal components analysis in high dimensions
- On the ``degrees of freedom of the lasso
- One-step sparse estimates in nonconcave penalized likelihood models
- Pathwise coordinate optimization
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Relaxed Lasso
- Rotation to simple loadings using component loss functions: the oblique case
- Rotation to simple loadings using component loss functions: the orthogonal case
- Seamless R and C++ integration with Rcpp
- Some contributions to maximum likelihood factor analysis
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse exploratory factor analysis
- Sparse principal component analysis via regularized low rank matrix approximation
- Sparse versus simple structure loadings
- SparseNet: coordinate descent with nonconvex penalties
- The Adaptive Lasso and Its Oracle Properties
- The varimax criterion for analytic rotation in factor analysis
- Variable selection for regression models with missing data
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection via the weighted group Lasso for factor analysis models
- VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
Cited in
(13)- Estimation of an oblique structure via penalized likelihood factor analysis
- A penalized likelihood method for structural equation modeling
- Multidimensional item response theory in the style of collaborative filtering
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model
- A penalized maximum likelihood approach to sparse factor analysis
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data
- Penalized Likelihood Principal Component Rotation for Enhanced Interpretation
- Penalized optimal scaling for ordinal variables with an application to international classification of functioning core sets
- Improved penalization for determining the number of factors in approximate factor models
- Rotation to sparse loadings using L^p losses and related inference problems
- Sparse and simple structure estimation via prenet penalization
- Sparse factor regression via penalized maximum likelihood estimation
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
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