A numerical approach to the approximate and the exact minimum rank of a covariance matrix
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 56 (1991)
Issue (Month): 2 (June)
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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.:
- 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.
- 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.
- Paul Bekker & Jan Leeuw, 1987. "The rank of reduced dispersion matrices," Psychometrika, Springer, vol. 52(1), pages 125-135, March.
- Xi Luo, 2011. "Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation," Papers 1111.1133, arXiv.org, revised Mar 2013.
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