A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
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Publication:5605065
DOI10.1111/J.2044-8317.1970.TB00434.XzbMATH Open0205.23802OpenAlexW2081581769MaRDI QIDQ5605065FDOQ5605065
Authors: M. R. B. Clarke 
Publication date: 1970
Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.2044-8317.1970.tb00434.x
Cited In (16)
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- On Bayesian estimation in unrestricted factor analysis
- Estimation of an oblique structure via penalized likelihood factor analysis
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- A New Method for Statistical Multidimensional Unfolding
- A General Computing Algorithm for Factor Analysis
- Factor analysis by generalized least squares
- Variable selection via the weighted group Lasso for factor analysis models
- Factor-analysis estimation of simultaneity-error models
- Standard errors for obliquely rotated factor loadings
- Canonical analysis of longitudinal and repeated measures data with stationary weights
- The stability of voter perceptions: A comparison of candidate positions across time using the spatial theory of voting
- Application of the bootstrap methods in factor analysis
- Stepwise variable selection in factor analysis
- A Gauss-Newton algorithm for exploratory factor analysis
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