Robust estimation of constrained covariance matrices for confirmatory factor analysis

DOI10.1016/j.csda.2009.08.014zbMath1284.62196OpenAlexW2047188970MaRDI QIDQ2445756

E. Dupuis Lozeron, Maria-Pia Victoria-Feser

Publication date: 14 April 2014

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

Full work available at URL: https://archive-ouverte.unige.ch/unige:5714

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Estimation methods for multivariate Tobit confirmatory factor analysis ⋮ Large covariance estimation through elliptical factor models ⋮ Robust confirmatory factor analysis based on the forward search algorithm ⋮ Special issue on variable selection and robust procedures ⋮ Isotone additive latent variable models ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample

Uses Software

• R

Cites Work

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• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Robust factor analysis.
• Some contributions to maximum likelihood factor analysis
• Robust Bounded-Influence Tests in General Parametric Models
• Asymptotically distribution‐free methods for the analysis of covariance structures
• High-Breakdown Inference for Mixed Linear Models

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