Rethinking factor analysis as an interpolation problem
From MaRDI portal
Recommendations
Cites work
- A Biometrics Invited Paper. A Synthetic Basis for a Comprehensive Factor-Analysis Theory
- A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
- A definition for the common-factor analysis model and the elimination of problems of factor score indeterminacy
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Designs for Regression Problems with Correlated Errors
- Gaussian measure in Hilbert space and applications in numerical analysis
- scientific article; zbMATH DE number 3497161 (Why is no real title available?)
- scientific article; zbMATH DE number 3273587 (Why is no real title available?)
- Interpolation of regression functions in reproducing kernel hubert spaces
- Posterior analysis of the factor model
- Principal components analysis of sampled functions
- The determinacy of common factors in large item domains
- When the data are functions
This page was built for publication: Rethinking factor analysis as an interpolation problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3795074)