Computational algorithms for the factor model
DOI10.1080/03610918608812503zbMATH Open0601.62079OpenAlexW1985662729MaRDI QIDQ3736740FDOQ3736740
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
Recommendations
- Algorithms for estimating the parameters of factorisation machines
- A computational method for estimating continuum factor models
- ON SOME COMPUTATIONAL METHODS IN FACTOR ANALYSIS
- Algorithms for unweighted least-squares factor analysis
- Efficient estimation of factor models
- scientific article; zbMATH DE number 3940476
- Factor model estimation by using the alpha-EM algorithm
- A novel algorithm for dynamic factor analysis
factor modelAlgorithmsmaximum likelihood estimatorsmultivariate errors-in-variables modelestimated covariance matrixlarge matricescomputation of factor loadings
Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99)
Cited In (7)
- Nonlinear factor analysis as a statistical method.
- Principal components estimation and identification of static factors
- A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models
- ON SOME COMPUTATIONAL METHODS IN FACTOR ANALYSIS
- Algorithms for unweighted least-squares factor analysis
- The asymptotic distributions of some estimators for a factor analysis model
- Recursive computing and simulation-free inference for general factorizable models
This page was built for publication: Computational algorithms for the factor model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3736740)
