Pages that link to "Item:Q1195581"

The following pages link to Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581):

Displaying 9 items.

• A new estimator of the uniqueness in factor analysis (Q1107932) (← links)
• On covariance estimators of factor loadings in factor analysis (Q1268006) (← 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)
• Stepwise variable selection in factor analysis (Q2250607) (← links)
• Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix (Q2260963) (← links)
• Might ``unique'' factors be ``common''? On the possibility of indeterminate common-unique covariances (Q2260976) (← links)
• (Q3785793) (← links)
• Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis (Q4462561) (← links)
• A Note on Unwanted Variance in Exploratory Factor Models (Q5299095) (← links)