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
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reliabilityreduced rankminimum trace factor analysisgreatest lower boundconvex analysis techniquesfunction of weightsscale problem
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)
Cites Work
Cited In (19)
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Exact minimum rank approximation via Schatten \(p\)-norm minimization
- Asymptotic behaviors of semidefinite programming with a covariance perturbation
- The rank of reduced dispersion matrices
- A quasi-newton method for minimum trace factor analysis
- Newsvendor games: convex optimization of centralized inventory operations
- Extremal problems on the set of nonnegative definite matrices
- Statistical inference of minimum rank factor analysis
- Linear models based on noisy data and the Frisch scheme
- The greatest lower bound to the reliability of a test and the hypothesis of unidimensionality
- Low-rank and sparse multi-task learning
- Title not available (Why is that?)
- Statistical inference of semidefinite programming
- A numerical approach to the approximate and the exact minimum rank of a covariance matrix
- 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
- Optimally scaled matrices, necessary and sufficient conditions
- Algorithms for Minimum Trace Factor Analysis
- Interpreting latent variables in factor models via convex optimization
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