Pages that link to "Item:Q766620"
From MaRDI portal
The following pages link to Estimation and tests of significance in factor analysis (Q766620):
Displaying 46 items.
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- ``Best possible'' systematic estimates of communalities (Q768154) (← links)
- Relationships between two systems of factor analysis (Q768253) (← links)
- To what extent can communalities reduce rank ? (Q770607) (← links)
- Domain sampling formulation of cluster and factor analysis (Q771077) (← links)
- An inter-battery method of factor analysis (Q773495) (← links)
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- On the estimators of model-based and maximal reliability (Q1012538) (← links)
- Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures (Q1062386) (← links)
- Factor analysis and AIC (Q1092565) (← links)
- On the statistical treatment of residuals in factor analysis (Q1131602) (← links)
- A feasible method for standard errors of estimate in maximum likelihood factor analysis (Q1146960) (← links)
- Le rang d'une matrice carree se promene pas à pas avec la diagonale (Q1212058) (← links)
- A relationship between Harris factors and Guttman's sixth lower bound to reliability (Q1219662) (← links)
- Solving implicit equations in psychometric data analysis (Q1219856) (← links)
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases (Q1222478) (← links)
- The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Identifiability of full, marginal, and conditional factor analysis models (Q1897107) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Implications of indeterminate factor-error covariances for factor construction, prediction, and determinacy (Q2260974) (← links)
- Alpha factor analysis (Q2394212) (← links)
- Rotation to achieve factorial invariance (Q2394270) (← links)
- Some results based on a general stochastic model for mental tests (Q2521900) (← links)
- Instrumental variables in factor analysis (Q2524491) (← links)
- Fitting the factor analysis model (Q2533713) (← links)
- A comparison of four methods of constructing factor scores (Q2535494) (← links)
- Some contributions to maximum likelihood factor analysis (Q2535495) (← links)
- Efficient estimation in image factor analysis (Q2535825) (← links)
- Three common factor models for groups of variables (Q2538602) (← links)
- Some Rao-Guttman relationships (Q2543644) (← links)
- A second generation little Jiffy (Q2544712) (← links)
- Some new results on factor indeterminacy (Q2552453) (← links)
- A reliability coefficient for maximum likelihood factor analysis (Q2556725) (← links)
- A unified treatment of the weighting problem (Q2558731) (← links)
- Common Factor Analysis versus Principal Component Analysis: A Comparison of Loadings by Means of Simulations (Q2809607) (← links)
- A Note on Equality and Inequality of Some Factor Score Predictors (Q3458104) (← links)
- Latent Variable Modelling: A Survey* (Q3608238) (← links)
- (Q5011280) (← links)
- Identification of the linear factor model (Q5860978) (← links)
- C. Radhakrishna Rao: A Century in Statistical Science (Q6088265) (← links)
- Looking back: selected contributions by C. R. Rao to multivariate analysis (Q6641022) (← links)
