An implicit function approach to constrained optimization with applications to asymptotic expansions
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References listed on IDEAS
- Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
- Ke-Hai Yuan & Robert Jennrich, 2000. "Estimating Equations with Nuisance Parameters: Theory and Applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 343-350, June.
- Boik, Robert J., 2005. "Second-order accurate inference on eigenvalues of covariance and correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 136-171, September.
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- Ogasawara, Haruhiko, 2009. "Asymptotic expansions in mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 902-912, May.
More about this item
KeywordsBordered determinantal criterion Bordered Hessian Edgeworth expansions Estimating functions Factor analysis Lagrange multipliers Matrix derivatives Second derivative test Singular value decomposition Taylor series expansions;
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