A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts

DOI10.1016/j.csda.2016.01.012zbMath1468.62181OpenAlexW2284401711MaRDI QIDQ1659193

Alwin Stegeman

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://research.rug.nl/en/publications/a-new-method-for-simultaneous-estimation-of-the-factor-model-parameters-factor-scores-and-unique-parts(bb40cecd-66d1-41d3-a48f-48df5de0b978).html

zbMATH Keywords

simultaneous estimationcommon factor analysisfactor indeterminacydirect fittingminimum rank factor analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

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High-dimensional disjoint factor analysis with its EM algorithm version ⋮ Sparsest factor analysis for clustering variables: a matrix decomposition approach ⋮ Clustered common factor exploration in factor analysis ⋮ Some mathematical properties of the matrix decomposition solution in factor analysis ⋮ Some inequalities contrasting principal component and factor analyses solutions ⋮ Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors

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