Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
From MaRDI portal
Publication:358517
DOI10.1007/S11336-012-9299-8zbMATH Open1284.62679OpenAlexW1967631334WikidataQ44327944 ScholiaQ44327944MaRDI QIDQ358517FDOQ358517
Authors: Kohei Adachi 
Publication date: 9 August 2013
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-012-9299-8
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- EM algorithms for ML factor analysis
- Some contributions to maximum likelihood factor analysis
- Foundations of factor analysis
- Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
- On various causes of improper solutions in maximum likelihood factor analysis
- Factor Analysis
Cited In (6)
- High-dimensional disjoint factor analysis with its EM algorithm version
- Estimation of an oblique structure via penalized likelihood factor analysis
- Title not available (Why is that?)
- Factor model estimation by using the alpha-EM algorithm
- Factor analysis models via I-divergence optimization
- Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
Uses Software
This page was built for publication: Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q358517)
