Some contributions to data-fitting factor analysis with empirical comparisons to covariance-fitting factor analysis
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Publication:3455437
DOI10.5183/JJSCS.1106001_197zbMATH Open1326.62134OpenAlexW1974476562MaRDI QIDQ3455437FDOQ3455437
Publication date: 4 December 2015
Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5183/jjscs.1106001_197
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- Some inequalities contrasting principal component and factor analyses solutions
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
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- Heteroscedastic factor analysis
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- Some mathematical properties of the matrix decomposition solution in factor analysis
- Generalized data-fitting factor analysis with multiple quantification of categorical variables
- ON SOME COMPUTATIONAL METHODS IN FACTOR ANALYSIS
- Fixed factor analysis with clustered factor score constraint
- A loss function for alpha factor analysis
- Algorithms for unweighted least-squares factor analysis
- Clustered common factor exploration in factor analysis
- Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
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