The following pages link to (Q3231647):
Displaying 50 items.
- On the identifiability of Bayesian factor analytic models (Q113012) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Bayesian exploratory factor analysis (Q118626) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Order-invariant prior specification in Bayesian factor analysis (Q273834) (← links)
- Dynamic discrete choice and dynamic treatment effects (Q278261) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper (Q358517) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- On the construction of all factors of the model for factor analysis (Q463092) (← links)
- 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)
- Measuring latent quantities (Q658131) (← links)
- The analysis of multitrait-multimethod matrices via constrained components analysis (Q676515) (← links)
- A note on one-factor analysis (Q712526) (← links)
- Some mathematical properties of the matrix decomposition solution in factor analysis (Q725293) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Generalized data-fitting factor analysis with multiple quantification of categorical variables (Q737005) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- A deep learning algorithm for high-dimensional exploratory item factor analysis (Q823855) (← 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)
- On maximum likelihood estimation in factor analysis-an algebraic derivation (Q1016902) (← links)
- Effects of measurement errors in predictor selection of linear regression model (Q1019204) (← links)
- Likelihood ratio tests and singularities (Q1020989) (← 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)
