Computational algorithms for the factor model

DOI10.1080/03610918608812503MaRDI QIDQ3736740zbMATH OpenOpenAlexFDO

Authors 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

factor modelAlgorithmsmaximum likelihood estimatorsmultivariate errors-in-variables modelestimated covariance matrixlarge matricescomputation of factor loadings

Mathematics Subject Classification ID

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

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Cited in

(11)

• Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
• Nonlinear factor analysis as a statistical method.
• On the computation of estimators in systems with implicity defined variables
• Recursive computing and simulation-free inference for general factorizable models
• Algorithms for estimating the parameters of factorisation machines
• Factor analysis models via I-divergence optimization
• A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models
• Principal components estimation and identification of static factors
• ON SOME COMPUTATIONAL METHODS IN FACTOR ANALYSIS
• The asymptotic distributions of some estimators for a factor analysis model
• Algorithms for unweighted least-squares factor analysis

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