A new approach for selecting the number of factors

DOI10.1016/J.CSDA.2009.10.002MaRDI QIDQ2445751zbMATH OpenOpenAlexFDO

Authors Yin-Ping Chen, Hsin-Cheng Huang, I-ping Tu

Publication date 14 April 2014

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

Full work available at URL https://doi.org/10.1016/j.csda.2009.10.002

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cited in

(11)

• Rejoinder on: ``Comparing and selecting spatial predictors using local criteria
• Adaptive order selection for autoregressive models
• Special issue on variable selection and robust procedures
• Permutation methods for factor analysis and PCA
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle
• The generalized degrees of freedom of multilinear principal component analysis
• Identifying the best common factor model via exploratory eactor analysis
• Choosing an appropriate number of factors in factor analysis with incomplete data
• NFA FOR FACTOR NUMBER DETERMINATION IN APT
• Factor recovery by principal axis factoring and maximum likelihood factor analysis as a function of factor pattern and sample size
• Comparing and selecting spatial predictors using local criteria

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