Bias correction of the Akaike information criterion in factor analysis

DOI10.1016/J.JMVA.2016.04.003zbMath1351.62012OpenAlexW2343877001MaRDI QIDQ290715

Haruhiko Ogasawara

Publication date: 3 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.04.003

zbMATH Keywords

asymptotic biasnon-normalityAICexploratory factor analysiscovariance structure analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS ⋮ A family of the information criteria using the phi-divergence for categorical data ⋮ The multivariate t -distribution with multiple degrees of freedom ⋮ Expected predictive least squares for model selection in covariance structures

Uses Software

• EzPATH
• PRMLT

Cites Work

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