A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT

DOI10.1111/j.2044-8317.1975.tb00559.xzbMath0335.62037OpenAlexW2043604655MaRDI QIDQ4102617

Heinz Neudecker

Publication date: 1975

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/293042/files/amsterdam011.pdf

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18) Calculus of vector functions (26B12) Applications of statistics to psychology (62P15)

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