scientific article; zbMATH DE number 3258664
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Publication:5543899
zbMATH Open0161.38001MaRDI QIDQ5543899FDOQ5543899
Authors: D. N. Lawley
Publication date: 1967
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Cited In (19)
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data
- Some contributions to maximum likelihood factor analysis
- Computation of the maximum likelihood estimator in low-rank factor analysis
- Factor analysis by generalized least squares
- Panel models with interactive effects
- Standard errors for rotated factor loadings
- Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
- A feasible method for standard errors of estimate in maximum likelihood factor analysis
- The asymptotic distributions of some estimators for a factor analysis model
- Standard errors for obliquely rotated factor loadings
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
- Application of the bootstrap methods in factor analysis
- Asymptotic distributions of the estimators of communalities in factor analysis
- Oblique factors and components with independent clusters
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results
- The information matrix for image factor analysis
- Generalized linear latent variable models with flexible distribution of latent variables
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