The following pages link to (Q5664695):
Displaying 50 items.
- Modelling high-dimensional data by mixtures of factor analyzers (Q141765) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Comparing latent means without mean structure models: a projection-based approach (Q316731) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Model-based principal components of correlation matrices (Q391551) (← 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)
- A robust factor analysis model using the restricted skew-\(t\) distribution (Q497859) (← links)
- Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
- Estimation of factor scores in a two-level confirmatory factor analysis model (Q672524) (← links)
- Sensitivity analysis in factor analysis: Difference between using covariance and correlation matrices (Q676555) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- A note on the multiple indicator-multiple cause model with several latent variables (Q754576) (← 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 flexible factor analysis based on the class of mean-mixture of normal distributions (Q830496) (← links)
- Regional development assessment: A structural equation approach (Q858385) (← links)
- Preferences, the agenda setter, and the distribution of power in the EU (Q866934) (← links)
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Towards theory of generic principal component analysis (Q1002348) (← links)
- Effects of measurement errors in predictor selection of linear regression model (Q1019204) (← links)
- Chisquare as a rotation criterion in factor analysis (Q1023769) (← links)
- Who has the power in the EU? (Q1042323) (← 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)
- Estimation for structural equation models with missing data (Q1072325) (← links)
- Analysis of conditional covariance structure models (Q1073506) (← links)
- A Gauss-Newton algorithm for exploratory factor analysis (Q1081250) (← links)
- Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective (Q1090052) (← links)
- Factor analysis and AIC (Q1092565) (← links)
- A new estimator of the uniqueness in factor analysis (Q1107932) (← links)
- A feasible method for standard errors of estimate in maximum likelihood factor analysis (Q1146960) (← links)
- Constrained least squares estimators of oblique common factors (Q1162775) (← links)
- EM algorithms for ML factor analysis (Q1163314) (← links)
- Some properties of estimated scale invariant covariance structures (Q1174711) (← links)
- Maximum likelihood and generalized least squares analyses of two level structural equation models (Q1195556) (← 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)
- Normal ogive model on the continuous response levelin the multidimensional latent space (Q1213407) (← links)
- A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535) (← links)
- Full maximum likelihood analysis of structural equation models with polytomous variables (Q1263196) (← links)
