Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
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(38)- A numerical approach to the approximate and the exact minimum rank of a covariance matrix
- Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
- A measure of independence for a multivariate normal distribution and some connections with factor analysis
- On the unsolvability of inverse eigenvalues problems almost everywhere
- Low-rank plus diagonal approximations for Riccati-like matrix differential equations
- Identifiability of factor analysis: Some results and open problems
- Quantile lower bounds to reliability based on locally optimal splits
- Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
- Identification of a linear system from inexact data: A three-variable example
- Asymptotic behaviors of semidefinite programming with a covariance perturbation
- Rank regularized estimation of approximate factor models
- An alternating minimization algorithm for factor analysis.
- Moment inequalities for sums of random matrices and their applications in optimization
- Statistical inference of semidefinite programming
- Linear Programming on the Stiefel Manifold
- The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
- An upper bound on the number of linear relations identified from noisy data by the Frisch scheme
- Interpreting latent variables in factor models via convex optimization
- Clustering subgaussian mixtures by semidefinite programming
- The greatest lower bound to the reliability of a test and the hypothesis of unidimensionality
- Linear models based on noisy data and the Frisch scheme
- Computational methods for solving nonconvex block-separable constrained quadratic problems
- Statistical inference of semidefinite programming with multiple parameters
- The rank of reduced dispersion matrices
- Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix
- Alpha, dimension-free, and model-based internal consistency reliability
- Tightness of the maximum likelihood semidefinite relaxation for angular synchronization
- The prejudices of least squares, principal components and common factors schemes
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- Generic global identification in factor analysis
- Improved semidefinite approximation bounds for nonconvex nonhomogeneous quadratic optimization with ellipsoid constraints
- Asymptotic normality of test statistics under alternative hypotheses
- Adaptive estimation in structured factor models with applications to overlapping clustering
- Identification and estimation of dynamic errors-in-variables models
- Typical ranks in symmetric matrix completion
- Sequences with minimal time-frequency uncertainty
- Identification of static errors-in-variables models: The rank reducibility problem
- Statistical inference of minimum rank factor analysis
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