Approximate factor models: Finite sample distributions
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Publication:5290896
DOI10.1080/10629360500107964zbMath1101.62053MaRDI QIDQ5290896
Publication date: 3 May 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360500107964
eigenvalues; eigenvectors; principal components; latent factors; sampling distribution; orthogonal rotation; approximate factor models
62H25: Factor analysis and principal components; correspondence analysis
62E20: Asymptotic distribution theory in statistics
65C05: Monte Carlo methods
Cites Work