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

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

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Cites work

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

Cited in

(18)

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

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