The following pages link to (Q3231647):
Displayed 50 items.
- Identification of a linear system from inexact data: A three-variable example (Q581972) (← links)
- Identification in restricted factor models and the evaluation of rank conditions (Q583771) (← links)
- The analysis of multitrait-multimethod matrices via constrained components analysis (Q676515) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- A comparative investigation on model selection in independent factor analysis (Q864945) (← links)
- Algebraic factor analysis: tetrads, pentads and beyond (Q880940) (← links)
- A unified perspective and new results on RHT computing, mixture based learning, and multi-learner based problem solving (Q882239) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Principal component analysis of binary data by iterated singular value decomposition (Q959131) (← links)
- The manifest association structure of the single-factor model: insights from partial correlations (Q998839) (← links)
- Analysis of covariance and correlation structures (Q1059965) (← links)
- Estimation in multivariate errors-in-variables models (Q1069614) (← links)
- Identifiability of factor analysis: Some results and open problems (Q1069619) (← links)
- Analysis of conditional covariance structure models (Q1073506) (← links)
- Consistency conditions on the least squares estimator in single common factor analysis model (Q1073507) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- Describing the elephant: Structure and function in multivariate data (Q1091731) (← links)
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056) (← links)
- A new estimator of the uniqueness in factor analysis (Q1107932) (← links)
- The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
- Constrained least squares estimators of oblique common factors (Q1162775) (← links)
- Signal estimation using an array of recorders (Q1167502) (← links)
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581) (← links)
- Asymptotic distributions of the estimators of communalities in factor analysis (Q1205784) (← links)
- Le rang d'une matrice carree se promene pas à pas avec la diagonale (Q1212058) (← links)
- The measurement of factor indeterminacy (Q1213266) (← links)
- Normal ogive model on the continuous response levelin the multidimensional latent space (Q1213407) (← links)
- Factor analysis of dichotomized variables (Q1223908) (← links)
- Nonlinear models of analysis of variance (Q1246988) (← links)
- Statistical aspects of a three-mode factor analysis model (Q1248864) (← links)
- On covariance estimators of factor loadings in factor analysis (Q1268006) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- A note on the parameter set for factor analysis models (Q1300834) (← links)
- Some new results on correlation-preserving factor scores prediction methods (Q1300839) (← links)
- Algorithms for unweighted least-squares factor analysis (Q1351855) (← links)
- Generic global identification in factor analysis (Q1369298) (← links)
- Rank estimation in reduced-rank regression (Q1414609) (← links)
- Factor models for multivariate count data. (Q1426353) (← links)
- Nonlinear factor analysis as a statistical method. (Q1431208) (← links)
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
- Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
- Identification of dynamic systems from noisy data: Single factor case (Q1802198) (← links)
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome (Q1806693) (← links)
- Statistical consistency and hypothesis testing for nonmetric multidimensional scaling (Q1819882) (← links)
- The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
- Standard errors for rotated factor loadings (Q1843278) (← links)