scientific article; zbMATH DE number 3117083

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On maximum likelihood estimation in factor analysis-an algebraic derivation
Effects of measurement errors in predictor selection of linear regression model
Likelihood ratio tests and singularities
Analysis of covariance and correlation structures
Estimation in multivariate errors-in-variables models
Identifiability of factor analysis: Some results and open problems
Analysis of conditional covariance structure models
Consistency conditions on the least squares estimator in single common factor analysis model
The asymptotic covariance matrix of sample correlation coefficients under general conditions
Generalized least squares estimation of the functional multivariate linear errors-in-variables model
Describing the elephant: Structure and function in multivariate data
The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
A new estimator of the uniqueness in factor analysis
The prejudices of least squares, principal components and common factors schemes
On the identifiability of Bayesian factor analytic models
Constrained least squares estimators of oblique common factors
Signal estimation using an array of recorders
Sparse Bayesian time-varying covariance estimation in many dimensions
Bayesian exploratory factor analysis
Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
Asymptotic distributions of the estimators of communalities in factor analysis
Le rang d'une matrice carree se promene pas à pas avec la diagonale
The measurement of factor indeterminacy
Normal ogive model on the continuous response levelin the multidimensional latent space
Factor analysis of dichotomized variables
Nonlinear models of analysis of variance
Statistical aspects of a three-mode factor analysis model
On covariance estimators of factor loadings in factor analysis
A local parameterization of orthogonal and semi-orthogonal matrices with applications
A note on the parameter set for factor analysis models
Some new results on correlation-preserving factor scores prediction methods
Algorithms for unweighted least-squares factor analysis
Generic global identification in factor analysis
Rank estimation in reduced-rank regression
Factor models for multivariate count data.
Nonlinear factor analysis as a statistical method.
The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
Asymptotic expansions and bootstrap approximations in factor analysis
Understanding non-linear modeling of measurement invariance in heterogeneous populations
Fixed factor analysis with clustered factor score constraint
Double instrumental variable estimation of interaction models with big data
Lower bounds to the reliabilities of factor score estimators
Dealing with reflection invariance in Bayesian factor analysis
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Panel models with interactive effects
Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
Identification of dynamic systems from noisy data: Single factor case
Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
Statistical consistency and hypothesis testing for nonmetric multidimensional scaling
The asymptotic distributions of some estimators for a factor analysis model
Standard errors for rotated factor loadings
Identifiability of full, marginal, and conditional factor analysis models
Identification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod models
Application of the bootstrap methods in factor analysis
Local identifiability of the factor analysis and measurement error model parameter
Noisy independent factor analysis model for density estimation and classification
Data fusion using factor analysis and low-rank matrix completion
Parental beliefs about returns to child health investments
Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
Gaussian mixture model with an extended ultrametric covariance structure
Inference in latent factor regression with clusterable features
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
Modeling latent topics in social media using dynamic exploratory graph analysis: the case of the right-wing and left-wing trolls in the 2016 US elections
Second-order disjoint factor analysis
Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Clustered common factor exploration in factor analysis
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
Adaptive estimation in structured factor models with applications to overlapping clustering
Factor uniqueness of the structural Parafac model
A note on statistical analysis of factor models of high dimension
A note on identifiability conditions in confirmatory factor analysis
Conditions for factor (in)determinacy in factor analysis
Stepwise variable selection in factor analysis
Zig-zag exploratory factor analysis with more variables than observations
Bias in estimation of misclassification rates
Rank regularized estimation of approximate factor models
A novel Bayesian approach for latent variable modeling from mixed data with missing values
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Maximum likelihood factor analysis with rank-deficient sample covariance matrices
Non-identifiable parametric probability models and reparametrization
Alpha factor analysis
Disjoint factor analysis with cross-loadings
The effect of schooling and ability on achievement test scores
Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
Theory and methods of panel data models with interactive effects
A comparative investigation on subspace dimension determination
Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
Moment-based dimension reduction for multivariate response regression
Factor analysis with (mixed) observed and latent variables in the exponential family
Identification theory for high dimensional static and dynamic factor models
In spite of indeterminacy many common factor score estimates yield an identical reproduced covariance matrix
Testing a simple structure hypothesis in factor analysis
Instrumental variables in factor analysis
Fitting the factor analysis model
A comparison of four methods of constructing factor scores
Efficient estimation in image factor analysis
Three common factor models for groups of variables
The use of factor analysis in the statistical analysis of multiple time series
Econometrics and psychometrics: A survey of communalities
Relations of factor score estimates to their use

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