Pages that link to "Item:Q2260963"

The following pages link to Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix (Q2260963):

Displaying 6 items.

• A new estimator of the uniqueness in factor analysis (Q1107932) (← 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)
• Might ``unique'' factors be ``common''? On the possibility of indeterminate common-unique covariances (Q2260976) (← links)
• A new approach for selecting the number of factors (Q2445751) (← links)
• (Q3785793) (← links)
• (Q4298747) (← links)