A numerical approach to the approximate and the exact minimum rank of a covariance matrix
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References listed on IDEAS
- P. Bentler & J. Woodward, 1980. "Inequalities among lower bounds to reliability: With applications to test construction and factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 45(2), pages 249-267, June.
- Alexander Shapiro, 1982. "Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(2), pages 187-199, June.
- Giacomo Riccia & Alexander Shapiro, 1982. "Minimum rank and minimum trace of covariance matrices," Psychometrika, Springer;The Psychometric Society, vol. 47(4), pages 443-448, December.
- Paul Bekker & Jan Leeuw, 1987. "The rank of reduced dispersion matrices," Psychometrika, Springer;The Psychometric Society, vol. 52(1), pages 125-135, March.
- Alexander Shapiro, 1982. "Weighted minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(3), pages 243-264, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alwin Stegeman & Tam Lam, 2014. "Three-Mode Factor Analysis by Means of Candecomp/Parafac," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 426-443, July.
- Stegeman, Alwin, 2016. "A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 189-203.
- Jushan Bai & Serena Ng, 2017. "Principal Components and Regularized Estimation of Factor Models," Papers 1708.08137, arXiv.org, revised Nov 2017.
- 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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Keywordscommunality estimation; minimum rank; factor analysis;
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