On the rank of the reduced correlational matrix in multiple-factor analysis
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DOI: 10.1007/BF02288062
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Cited by:
- Takuji Kinkyo, 2022. "Hedging capabilities of Bitcoin for Asian currencies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1769-1784, April.
- Kinkyo, Takuji, 2021. "Region-wide connectedness of Asian equity and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014.
"Bayesian exploratory factor analysis,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 31-57.
- Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014. "Bayesian Exploratory Factor Analysis," Working Papers 2014-014, Human Capital and Economic Opportunity Working Group.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek, 2014. "Bayesian Exploratory Factor Analysis," NRN working papers 2014-08, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers CWP30/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers 30/14, Institute for Fiscal Studies.
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014. "Bayesian Exploratory Factor Analysis," IZA Discussion Papers 8338, Institute of Labor Economics (IZA).
- Papastamoulis, Panagiotis, 2018. "Overfitting Bayesian mixtures of factor analyzers with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 220-234.
- Joachim Büschken & Thomas Otter & Greg M. Allenby, 2013. "The Dimensionality of Customer Satisfaction Survey Responses and Implications for Driver Analysis," Marketing Science, INFORMS, vol. 32(4), pages 533-553, July.
- Monia Ranalli & Roberto Rocci, 2024. "Composite likelihood methods for parsimonious model-based clustering of mixed-type data," 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. 18(2), pages 381-407, June.
- Bai, Jushan, 2024.
"Likelihood approach to dynamic panel models with interactive effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
- Kaufmann, Sylvia & Schumacher, Christian, 2019. "Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification," Journal of Econometrics, Elsevier, vol. 210(1), pages 116-134.
- García-Escudero, Luis Angel & Gordaliza, Alfonso & Greselin, Francesca & Ingrassia, Salvatore & Mayo-Iscar, Agustín, 2016. "The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 131-147.
- Wang, Wan-Lun & Castro, Luis M. & Lin, Tsung-I, 2017. "Automated learning of t factor analysis models with complete and incomplete data," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 157-171.
- Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Jos Berge & Henk Kiers, 1999. "Retrieving the correlation matrix from a truncated PCA solution: The inverse principal component problem," Psychometrika, Springer;The Psychometric Society, vol. 64(3), pages 317-324, September.
- Paul Bekker & Jan Leeuw, 1987. "The rank of reduced dispersion matrices," Psychometrika, Springer;The Psychometric Society, vol. 52(1), pages 125-135, March.
- Wan-Lun Wang & Tsung-I Lin, 2020. "Automated learning of mixtures of factor analysis models with missing information," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1098-1124, December.
- Kinkyo, Takuji, 2022. "The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Chao Huang & Martin Styner & Hongtu Zhu, 2015. "Clustering High-Dimensional Landmark-Based Two-Dimensional Shape Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 946-961, September.
- Wan-Lun Wang & Tsung-I Lin, 2023. "Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(3), pages 787-817, September.
- Michael Browne, 1969. "Fitting the factor analysis model," Psychometrika, Springer;The Psychometric Society, vol. 34(3), pages 375-394, September.
- Lorenzo Finesso & Peter Spreij, 2016. "Factor analysis models via I-divergence optimization," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 702-726, September.
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