Maximum likelihood factor analysis with rank-deficient sample covariance matrices

DOI10.1016/J.JMVA.2006.11.012zbMATH Open1123.62042OpenAlexW2083665881MaRDI QIDQ2370530FDOQ2370530

Authors: Donald Robertson, James Symons 

Publication date: 26 June 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.11.012

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zbMATH Keywords

factor analysismaximum likelihood

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Cites Work

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• Some contributions to maximum likelihood factor analysis
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
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• A note on the parameter set for factor analysis models

Cited In (18)

• Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data
• Title not available (Why is that?)
• Estimation of the proportion of true null hypotheses in high-dimensional data under dependence
• Identification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod models
• Separable factor analysis with applications to mortality data
• Zur existenz der maximum-likeliliood-schatzung beim faktorenmodell
• Title not available (Why is that?)
• Cross-Sectional Dependence in Panel Data Analysis
• On maximum likelihood estimation in factor analysis-an algebraic derivation
• Computation of the maximum likelihood estimator in low-rank factor analysis
• Large panels with common factors and spatial correlation
• Maximum likelihood estimation for dynamic factor models with missing data
• The multiple roots phenomenon in maximum likelihood estimation for factor analysis
• A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data
• The structure of improper solutions in maximum likelihood factor analysis
• Factor analysis of correlation matrices when the number of random variables exceeds the sample size
• Independent exploratory factor analysis with application to atmospheric science data
• Factor Analysis as Data Matrix Decomposition: A New Approach for Quasi-Sphering in Noisy ICA

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