Weighted minimum trace factor analysis

DOI10.1007/BF02294158zbMATH Open0544.62058OpenAlexW1968398095MaRDI QIDQ796936FDOQ796936

Authors Alexander Shapiro

Publication date 1982

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02294158

zbMATH Keywords

reliabilityreduced rankminimum trace factor analysisgreatest lower boundconvex analysis techniquesfunction of weightsscale problem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Algorithms for Minimum Trace Factor Analysis
• scientific article; zbMATH DE number 4076356
• The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
• Statistical inference of minimum rank factor analysis
• Algorithms for unweighted least-squares factor analysis

Cites work

• Minimum rank and minimum trace of covariance matrices

Cited in

(19)

• A numerical approach to the approximate and the exact minimum rank of a covariance matrix
• Asymptotic behaviors of semidefinite programming with a covariance perturbation
• Statistical inference of semidefinite programming
• Coefficients alpha and reliabilities of unrotated and rotated components
• The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
• Exact minimum rank approximation via Schatten \(p\)-norm minimization
• Interpreting latent variables in factor models via convex optimization
• Algorithms for Minimum Trace Factor Analysis
• The greatest lower bound to the reliability of a test and the hypothesis of unidimensionality
• Extremal problems on the set of nonnegative definite matrices
• Linear models based on noisy data and the Frisch scheme
• Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
• Optimally scaled matrices, necessary and sufficient conditions
• The rank of reduced dispersion matrices
• Low-rank and sparse multi-task learning
• A quasi-newton method for minimum trace factor analysis
• scientific article; zbMATH DE number 7626745 (Why is no real title available?)
• Newsvendor games: convex optimization of centralized inventory operations
• Statistical inference of minimum rank factor analysis

This page was built for publication: Weighted minimum trace factor analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796936)