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Factor analysis of correlation matrices when the number of random variables exceeds the sample size - MaRDI portal

Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184)

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scientific article; zbMATH DE number 7660547
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Factor analysis of correlation matrices when the number of random variables exceeds the sample size
scientific article; zbMATH DE number 7660547

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    Factor analysis of correlation matrices when the number of random variables exceeds the sample size (English)
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    7 March 2023
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    alpha spending function
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    BIC
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    cancer surveillance
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    eigenvalues
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    sparse factor loadings
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