Pages that link to "Item:Q2535495"
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The following pages link to Some contributions to maximum likelihood factor analysis (Q2535495):
Displaying 50 items.
- Discrete factor analysis using a dependent Poisson model (Q2203406) (← links)
- Conditions for factor (in)determinacy in factor analysis (Q2248667) (← links)
- Stepwise variable selection in factor analysis (Q2250607) (← links)
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results (Q2250686) (← links)
- Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix (Q2260963) (← links)
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Maximum likelihood factor analysis with rank-deficient sample covariance matrices (Q2370530) (← links)
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
- Automated learning of \(t\) factor analysis models with complete and incomplete data (Q2404419) (← links)
- Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172) (← links)
- Robust estimation of constrained covariance matrices for confirmatory factor analysis (Q2445756) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Separable factor analysis with applications to mortality data (Q2453659) (← links)
- Fitting the factor analysis model (Q2533713) (← links)
- Efficient estimation in image factor analysis (Q2535825) (← links)
- Statistical analysis of sets of congeneric tests (Q2546450) (← links)
- A note on some equations of confirmatory factor analysis (Q2546750) (← links)
- Econometrics and psychometrics: A survey of communalities (Q2546764) (← links)
- Note on the estimation of the standardized covariance matrix (Q2547419) (← links)
- Maximum likelihood solution to factor analysis when some factors are completely specified (Q2547425) (← links)
- Simultaneous factor analysis in several populations (Q2549550) (← links)
- Some new results on factor indeterminacy (Q2552453) (← links)
- Factor analysis by generalized least squares (Q2553844) (← links)
- A reliability coefficient for maximum likelihood factor analysis (Q2556725) (← links)
- Properties of the maximum likelihood solution in factor analysis regression (Q2639521) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Multinomial principal component logistic regression on shape data (Q2680187) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- Linear models based on noisy data and the Frisch scheme (Q2808247) (← links)
- MANOVA, LDA, and FA criteria in clusters parameter estimation (Q2813506) (← links)
- Variable selection via the weighted group Lasso for factor analysis models (Q2856545) (← links)
- Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (Q2862389) (← links)
- Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables (Q3145561) (← links)
- A non-iterative approach to estimating parameters in a linear structural equation model (Q3426288) (← links)
- Sensitivity analysis in maximum likelihood factor analysis (Q3473247) (← links)
- Classical latent variable models for medical research (Q3597442) (← links)
- Latent Variable Modelling: A Survey* (Q3608238) (← links)
- The structural relationship between financial ratios and capital asset pricing (Q4848465) (← links)
- Heteroscedastic factor mixture analysis (Q4970593) (← links)
- (Q5054595) (← links)
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data (Q5066017) (← links)
- Factor recovery by principal axis factoring and maximum likelihood factor analysis as a function of factor pattern and sample size (Q5126980) (← links)
- Biomarker classification derived from finite growth mixture modeling with a time-varying covariate: an example with phosphorus and glomerular filtration rate (Q5130156) (← links)
- The independent factor analysis approach to latent variable modelling (Q5402477) (← links)
- Fitting the independent factor analysis model using the MCMC algorithm (Q5438708) (← links)
- A New Method for Statistical Multidimensional Unfolding (Q5712005) (← links)
- The satisfaction of healthcare consumers: analysis and comparison of different methodologies (Q6056136) (← links)
- Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)
- Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization (Q6183693) (← links)