Computational algorithms for the factor model

DOI10.1080/03610918608812503zbMath0601.62079OpenAlexW1985662729MaRDI QIDQ3736740

Sastry G. Pantula, Wayne A. Fuller

Publication date: 1986

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812503

zbMATH Keywords

Algorithmsmaximum likelihood estimatorslarge matricesfactor modelmultivariate errors-in-variables modelestimated covariance matrixcomputation of factor loadings

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Principal components estimation and identification of static factors ⋮ Nonlinear factor analysis as a statistical method. ⋮ The asymptotic distributions of some estimators for a factor analysis model

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