Interpreting the Likelihood Ratio Statistic in Factor Models when Sample Size is Small

DOI10.2307/2287400zbMath0424.62039OpenAlexW4255381173MaRDI QIDQ3859128

Kenneth J. Singleton, John F. Geweke

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287400

zbMATH Keywords

asymptotic distributionmaximum likelihood estimationexploratory factor analysisfinite samples

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Point estimation (62F10) Monte Carlo methods (65C05)

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