Maximum likelihood factor analysis with rank-deficient sample covariance matrices

DOI10.1016/J.JMVA.2006.11.012MaRDI QIDQ2370530zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

factor analysismaximum likelihood

Mathematics Subject Classification ID

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

Recommendations

• Computation of the maximum likelihood estimator in low-rank factor analysis
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
• scientific article; zbMATH DE number 47266
• Maximum likelihood estimation and factor analysis
• Maximum likelihood estimation of mixtures of factor analyzers
• Maximum likelihood estimation in constrained parameter spaces for mixtures of factor analyzers
• The structure of improper solutions in maximum likelihood factor analysis
• Statistical inference of minimum rank factor analysis

Cites work

• A note on the parameter set for factor analysis models
• scientific article; zbMATH DE number 3113891 (Why is no real title available?)
• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3185328 (Why is no real title available?)
• scientific article; zbMATH DE number 3105437 (Why is no real title available?)
• Some contributions to maximum likelihood factor analysis
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

Cited in

(18)

• On maximum likelihood estimation in factor analysis-an algebraic derivation
• Estimation of the proportion of true null hypotheses in high-dimensional data under dependence
• The structure of improper solutions in maximum likelihood factor analysis
• Identification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod models
• Computation of the maximum likelihood estimator in low-rank factor analysis
• Separable factor analysis with applications to mortality data
• Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data
• Zur existenz der maximum-likeliliood-schatzung beim faktorenmodell
• Factor Analysis as Data Matrix Decomposition: A New Approach for Quasi-Sphering in Noisy ICA
• scientific article; zbMATH DE number 4064282 (Why is no real title available?)
• The multiple roots phenomenon in maximum likelihood estimation for factor analysis
• scientific article; zbMATH DE number 3999030 (Why is no real title available?)
• A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data
• Cross-Sectional Dependence in Panel Data Analysis
• Independent exploratory factor analysis with application to atmospheric science data
• Large panels with common factors and spatial correlation
• Maximum likelihood estimation for dynamic factor models with missing data
• Factor analysis of correlation matrices when the number of random variables exceeds the sample size

This page was built for publication: Maximum likelihood factor analysis with rank-deficient sample covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2370530)