High-dimensional disjoint factor analysis with its EM algorithm version
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Cites work
- A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
- Analysis of Multivariate and High-Dimensional Data
- Clustering and disjoint principal component analysis
- Data Clustering: Theory, Algorithms, and Applications
- Disjoint factor analysis with cross-loadings
- EM algorithms for ML factor analysis
- Factor Analysis
- Factor analysis and AIC
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- Information criteria and statistical modeling.
- Latent variable models and factor analysis. A unified approach
- Some contributions to maximum likelihood factor analysis
- Some mathematical properties of the matrix decomposition solution in factor analysis
- Some necessary conditions for common-factor analysis
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse principal component analysis subject to prespecified cardinality of loadings
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
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