scientific article; zbMATH DE number 5633835

MaRDI QIDQ3645217zbMATH OpenFDO

Authors Heinz Neudecker

Publication date 16 November 2009

Full work available at URL https://eudml.org/doc/40448, http://www.idescat.cat/sort/artpublished.html

zbMATH Keywords

covariance-preservingfactor analysisfactor scoresKristof-type theorem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Factor analysis and principal components; correspondence analysis (62H25)

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(3)

• Necessary conditions for mean square convergence of the best linear factor predictor
• Bias in estimation of misclassification rates
• Some results on mean square error for factor score prediction

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