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/S11336-012-9299-8zbMath1284.62679OpenAlexW1967631334WikidataQ44327944 ScholiaQ44327944MaRDI QIDQ358517
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
Related Items (5)
High-dimensional disjoint factor analysis with its EM algorithm version ⋮ Estimation of an oblique structure via penalized likelihood factor analysis ⋮ Factor analysis models via I-divergence optimization ⋮ Unnamed Item ⋮ Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm
- EM algorithms for ML factor analysis
- On various causes of improper solutions in maximum likelihood factor analysis
- Some contributions to maximum likelihood factor analysis
- Factor Analysis
This page was built for publication: Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper