A numerical approach to the approximate and the exact minimum rank of a covariance matrix
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 56 (1991)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=112911
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Paul Bekker & Jan Leeuw, 1987. "The rank of reduced dispersion matrices," Psychometrika, Springer, vol. 52(1), pages 125-135, March.
- P. Bentler & J. Woodward, 1980. "Inequalities among lower bounds to reliability: With applications to test construction and factor analysis," Psychometrika, Springer, vol. 45(2), pages 249-267, June.
- Alexander Shapiro, 1982. "Weighted minimum trace factor analysis," Psychometrika, Springer, vol. 47(3), pages 243-264, September.
- Alexander Shapiro, 1982. "Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis," Psychometrika, Springer, vol. 47(2), pages 187-199, June.
- Giacomo Riccia & Alexander Shapiro, 1982. "Minimum rank and minimum trace of covariance matrices," Psychometrika, Springer, vol. 47(4), pages 443-448, December.
- Xi Luo, 2011. "Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation," Papers 1111.1133, arXiv.org, revised Mar 2013.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.