Some contributions to maximum likelihood factor analysis
From MaRDI portal
Cites work
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- A Rapidly Convergent Descent Method for Minimization
- Application of a large sampling criterion to some sampling problems in factor analysis
- Estimation and tests of significance in factor analysis
- Householder's Method for the Solution of the Algebraic Eigenproblem
- scientific article; zbMATH DE number 3647917 (Why is no real title available?)
- scientific article; zbMATH DE number 3113891 (Why is no real title available?)
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3155196 (Why is no real title available?)
- scientific article; zbMATH DE number 3157499 (Why is no real title available?)
- scientific article; zbMATH DE number 3258664 (Why is no real title available?)
- scientific article; zbMATH DE number 3307060 (Why is no real title available?)
- scientific article; zbMATH DE number 3185328 (Why is no real title available?)
- scientific article; zbMATH DE number 3200675 (Why is no real title available?)
- scientific article; zbMATH DE number 3105437 (Why is no real title available?)
- scientific article; zbMATH DE number 3109121 (Why is no real title available?)
- On Sturm Sequences for Tridiagonal Matrices
- STANDING GRAVITY WAVES OF FINITE AMPLITUDE IN LIQUID OF INFINITE DEPTH
- Testing a simple structure hypothesis in factor analysis
- The Calculation of the Eigenvectors of Codiagonal Matrices
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- The LLT and QR methods for symmetric tridiagonal matrices
- VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
Cited in
(only showing first 100 items - show all)- A Gauss-Newton algorithm for exploratory factor analysis
- Factor analysis for non-normal variables
- Describing the elephant: Structure and function in multivariate data
- Factor analysis and AIC
- Comparison of factor spaces of two related populations
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
- Robust \(M\)-estimation of a dispersion matrix with a structure
- The measurement of factor indeterminacy
- Solving implicit equations in psychometric data analysis
- Descriptive axioms for common factor theory, image theory and component theory
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- An interval estimate for making statistical inferences about true scores
- A note on Rippe's test of significance in common factor analysis
- Statistical aspects of a three-mode factor analysis model
- Accounting for time dependence in large-scale multiple testing of event-related potential data
- Nonlinear factor analysis as a statistical method.
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Automated learning of factor analysis with complete and incomplete data
- Estimation of an oblique structure via penalized likelihood factor analysis
- A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
- The structure of improper solutions in maximum likelihood factor analysis
- Standard errors for obliquely rotated factor loadings
- Identifiability of full, marginal, and conditional factor analysis models
- Identification of inconsistent variates in factor analysis
- Comparative analysis of some structural equation model estimation methods with application to coronary heart disease risk
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Neither Cronbach's alpha nor McDonald's omega: a commentary on Sijtsma and Pfadt
- Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data
- Discrete factor analysis using a dependent Poisson model
- Conditions for factor (in)determinacy in factor analysis
- Stepwise variable selection in factor analysis
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results
- Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Rank regularized estimation of approximate factor models
- Maximum likelihood factor analysis with rank-deficient sample covariance matrices
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
- Automated learning of \(t\) factor analysis models with complete and incomplete data
- Computation of the maximum likelihood estimator in low-rank factor analysis
- Robust estimation of constrained covariance matrices for confirmatory factor analysis
- Forecasting by factors, by variables, by both or neither?
- Separable factor analysis with applications to mortality data
- Fitting the factor analysis model
- Efficient estimation in image factor analysis
- Errors-in-variables system identification using structural equation modeling
- Statistical analysis of sets of congeneric tests
- A note on some equations of confirmatory factor analysis
- Econometrics and psychometrics: A survey of communalities
- Note on the estimation of the standardized covariance matrix
- Maximum likelihood solution to factor analysis when some factors are completely specified
- Simultaneous factor analysis in several populations
- Some new results on factor indeterminacy
- Factor analysis by generalized least squares
- A reliability coefficient for maximum likelihood factor analysis
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Properties of the maximum likelihood solution in factor analysis regression
- Multi-population mortality modeling: when the data is too much and not enough
- Multinomial principal component logistic regression on shape data
- Detecting approximate replicate components of a high-dimensional random vector with latent structure
- Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data
- A note on variational Bayesian factor analysis
- Linear models based on noisy data and the Frisch scheme
- MANOVA, LDA, and FA criteria in clusters parameter estimation
- Variable selection via the weighted group Lasso for factor analysis models
- Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
- Generalized linear latent variable models with flexible distribution of latent variables
- Factor analysis models via I-divergence optimization
- A non-iterative approach to estimating parameters in a linear structural equation model
- On the exploration of linear latent effect for multivariate modeling
- Sensitivity analysis in maximum likelihood factor analysis
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
- Classical latent variable models for medical research
- Latent Variable Modelling: A Survey*
- Group factor analysis for Alzheimer's disease
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences
- Statistical inference of minimum rank factor analysis
- On the construction of all factors of the model for factor analysis
- The structural relationship between financial ratios and capital asset pricing
- Heteroscedastic factor mixture analysis
- scientific article; zbMATH DE number 7625163 (Why is no real title available?)
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data
- Factor recovery by principal axis factoring and maximum likelihood factor analysis as a function of factor pattern and sample size
- Biomarker classification derived from finite growth mixture modeling with a time-varying covariate: an example with phosphorus and glomerular filtration rate
- OpenMx: an open source extended structural equation modeling framework
- The independent factor analysis approach to latent variable modelling
- Fitting the independent factor analysis model using the MCMC algorithm
- A New Method for Statistical Multidimensional Unfolding
- Identification and estimation of dynamic errors-in-variables models
- The satisfaction of healthcare consumers: analysis and comparison of different methodologies
- Rotation to sparse loadings using L^p losses and related inference problems
- Large factor model estimation by nuclear norm plus _1 norm penalization
- Stochastic approximation EM for large-scale exploratory IRT factor analysis
- Looking back: selected contributions by C. R. Rao to multivariate analysis
- Algebraic approach to maximum likelihood factor analysis
- Improving genomic prediction using high-dimensional secondary phenotypes: the genetic latent factor approach
- Hierarchical relations among principal component and factor analysis procedures elucidated from a comprehensive model
- Identification of factor scores by regression with external variables in exploratory factor analysis
- Torus probabilistic principal component analysis
This page was built for publication: Some contributions to maximum likelihood factor analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2535495)
