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An inter-battery method of factor analysis

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Cited by:

  1. Tenenhaus, Arthur & Giron, Alain & Viennet, Emmanuel & Bera, Michel & Saporta, Gilbert & Fertil, Bernard, 2007. "Kernel logistic PLS: A tool for supervised nonlinear dimensionality reduction and binary classification," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4083-4100, May.
  2. Cajo Braak, 1990. "Interpreting canonical correlation analysis through biplots of structure correlations and weights," Psychometrika, Springer;The Psychometric Society, vol. 55(3), pages 519-531, September.
  3. Bruno Scalzo Dees, 2019. "Analysing Global Fixed Income Markets with Tensors," Papers 1908.02101, arXiv.org, revised Dec 2019.
  4. Vivien, Myrtille & Sabatier, Robert, 2004. "A generalization of STATIS-ACT strategy: DO-ACT for two multiblocks tables," Computational Statistics & Data Analysis, Elsevier, vol. 46(1), pages 155-171, May.
  5. Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.
  6. Andrii Babii & Eric Ghysels & Junsu Pan, 2022. "Tensor Principal Component Analysis," Papers 2212.12981, arXiv.org, revised Aug 2023.
  7. Antonio Lucadamo & Pietro Amenta, 2015. "A proposal for handling ordinal categorical variables in co-inertia analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2631-2638, December.
  8. Tenenhaus, Arthur & Philippe, Cathy & Frouin, Vincent, 2015. "Kernel Generalized Canonical Correlation Analysis," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 114-131.
  9. Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Is Industrial Production Still the Dominant Factor for the US Economy?," Swiss Finance Institute Research Paper Series 16-11, Swiss Finance Institute.
  10. Clements, Hayley S. & Cumming, Graeme S., 2017. "Manager strategies and user demands: Determinants of cultural ecosystem service bundles on private protected areas," Ecosystem Services, Elsevier, vol. 28(PB), pages 228-237.
  11. Haruhiko Ogasawara, 2009. "Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 995-1017, December.
  12. Kazi-Aoual, Frederique & Hitier, Simon & Sabatier, Robert & Lebreton, Jean-Dominique, 1995. "Refined approximations to permutation tests for multivariate inference," Computational Statistics & Data Analysis, Elsevier, vol. 20(6), pages 643-656, December.
  13. Harry Harman, 1969. "Retrospective anticipation," Psychometrika, Springer;The Psychometric Society, vol. 34(4), pages 407-420, December.
  14. Hao Wu & Michael Browne, 2015. "Quantifying Adventitious Error in a Covariance Structure as a Random Effect," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 571-600, September.
  15. Michel Tenenhaus & Arthur Tenenhaus & Patrick J. F. Groenen, 2017. "Regularized Generalized Canonical Correlation Analysis: A Framework for Sequential Multiblock Component Methods," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 737-777, September.
  16. Perignon, Christophe & Smith, Daniel R. & Villa, Christophe, 2007. "Why common factors in international bond returns are not so common," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 284-304, March.
  17. Babii, Andrii & Chen, Xi & Ghysels, Eric, 2019. "Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty," Journal of Econometrics, Elsevier, vol. 212(1), pages 47-77.
  18. Li, Kunpeng & Cui, Guowei & Lu, Lina, 2020. "Efficient estimation of heterogeneous coefficients in panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 216(2), pages 327-353.
  19. Bai, Jushan & Li, Kunpeng, 2010. "Theory and methods of panel data models with interactive effects," MPRA Paper 43441, University Library of Munich, Germany, revised Dec 2012.
  20. Arthur Tenenhaus & Michel Tenenhaus, 2011. "Regularized Generalized Canonical Correlation Analysis," Psychometrika, Springer;The Psychometric Society, vol. 76(2), pages 257-284, April.
  21. Tenenhaus, Michel & Vinzi, Vincenzo Esposito & Chatelin, Yves-Marie & Lauro, Carlo, 2005. "PLS path modeling," Computational Statistics & Data Analysis, Elsevier, vol. 48(1), pages 159-205, January.
  22. Mayer Claus-Dieter & Lorent Julie & Horgan Graham W, 2011. "Exploratory Analysis of Multiple Omics Datasets Using the Adjusted RV Coefficient," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-27, March.
  23. Tenenhaus, Arthur & Tenenhaus, Michel, 2014. "Regularized generalized canonical correlation analysis for multiblock or multigroup data analysis," European Journal of Operational Research, Elsevier, vol. 238(2), pages 391-403.
  24. Ogasawara, Haruhiko, 2007. "Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1726-1750, October.
  25. Pasquale Dolce & Vincenzo Esposito Vinzi & Natale Carlo Lauro, 2018. "Non-symmetrical composite-based path modeling," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(3), pages 759-784, September.
  26. Beaton, Derek & Chin Fatt, Cherise R. & Abdi, Hervé, 2014. "An ExPosition of multivariate analysis with the singular value decomposition in R," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 176-189.
  27. Zárraga Castro, María Amaya & Goitisolo Lezama, Beatriz, 2000. "factor analysis of a set of contingency tables," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  28. Modroño Herrán, Juan Ignacio & Fernández Aguirre, María Carmen & Landaluce Calvo, M. Isabel, 2003. "Una propuesta para el análisis de tablas múltiples," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  29. Balbi, S & Esposito, V, 2000. "Rotated canonical analysis onto a reference subspace," Computational Statistics & Data Analysis, Elsevier, vol. 32(3-4), pages 395-410, January.
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