Pages that link to "Item:Q1595146"

The following pages link to The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146):

Displaying 7 items.

• Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
• On covariance estimators of factor loadings in factor analysis (Q1268006) (← links)
• Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix (Q2260963) (← links)
• Necessary conditions for mean square convergence of the best linear factor predictor (Q2260981) (← links)
• Bias in estimation of misclassification rates (Q2261031) (← links)
• Maximum likelihood factor analysis with rank-deficient sample covariance matrices (Q2370530) (← links)
• (Q3785793) (← links)