Asymptotic expansions and bootstrap approximations in factor analysis

DOI10.1006/jmva.2001.1991zbMath0998.62008OpenAlexW2093026431MaRDI QIDQ1604617

Masanori Ichikawa, Sadanori Konishi

Publication date: 8 July 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1991

zbMATH Keywords

bootstrapconfidence intervalsasymptotic expansionfactor analysisCornish-Fisher expansionEdgeworth expansion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (3)

Asymptotic biases in exploratory factor analysis and structural equation modeling ⋮ Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures ⋮ Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis

Uses Software

• bootstrap

Cites Work

• Edgeworth corrected pivotal statistics and the bootstrap
• On various causes of improper solutions in maximum likelihood factor analysis
• Bootstrap methods: another look at the jackknife
• A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
• Application of the bootstrap methods in factor analysis
• The bootstrap and Edgeworth expansion
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