Optimal Correlation Preserving Linear Predictors of Factor Scores in Factor Analysis

DOI10.14490/jjss.43.79zbMath1285.62067MaRDI QIDQ5413547

Hiroshi Kurata, Kazumasa Mori

Publication date: 30 April 2014

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.43.79

zbMATH Keywords

factor scores; factor analysis; mean squared error matrix; risk matrix

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H20: Measures of association (correlation, canonical correlation, etc.)