Factor analysis of correlation matrices when the number of random variables exceeds the sample size
From MaRDI portal
Publication:5880184
DOI10.1080/24754269.2017.1399740OpenAlexW3125349730MaRDI QIDQ5880184FDOQ5880184
Authors:
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2017.1399740
Recommendations
- The evaluation of multiple and partial correlation coefficients from the factorial matrix
- Exploratory factor analysis of large data matrices
- Maximum likelihood factor analysis with rank-deficient sample covariance matrices
- Large sample correlation matrices: a comparison theorem and its applications
- A multiple testing approach to the regularisation of large sample correlation matrices
- scientific article; zbMATH DE number 7387188
- Identifying the number of factors from singular values of a large sample auto-covariance matrix
- Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis
- Asymptotic Correlations Between Rotated Solutions in Factor Analysis
Cites Work
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- High dimensional covariance matrix estimation using a factor model
- On the distribution of the largest eigenvalue in principal components analysis
- Regularized estimation of large covariance matrices
- Eigenvalues of large sample covariance matrices of spiked population models
- A rationale and test for the number of factors in factor analysis
- Testing hypotheses about the number of factors in large factor models
- High-dimensional sparse factor modeling: applications in gene expression genomics
- Sparse principal component analysis via regularized low rank matrix approximation
- On the ``degrees of freedom of the lasso
- Adaptive thresholding for sparse covariance matrix estimation
- An overview of the estimation of large covariance and precision matrices
- Generalized thresholding of large covariance matrices
- Covariance matrix selection and estimation via penalised normal likelihood
- Discrete Sequential Boundaries for Clinical Trials
- Asymptotic Theory for Principal Component Analysis
- Efficient estimation of covariance selection models
- Some necessary conditions for common-factor analysis
- Asymptotic conditional singular value decomposition for high-dimensional genomic data
Cited In (1)
Uses Software
This page was built for publication: Factor analysis of correlation matrices when the number of random variables exceeds the sample size
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880184)
