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Minimum rank and minimum trace of covariance matrices

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  • Giacomo Riccia
  • Alexander Shapiro

Abstract

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Suggested Citation

  • 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.
  • Handle: RePEc:spr:psycho:v:47:y:1982:i:4:p:443-448
    DOI: 10.1007/BF02293708
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    References listed on IDEAS

    as
    1. 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.
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    Citations

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    Cited by:

    1. Alexander Shapiro & Jos Berge, 2000. "The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability," Psychometrika, Springer;The Psychometric Society, vol. 65(3), pages 413-425, September.
    2. Jos Berge & Tom Snijders & Frits Zegers, 1981. "Computational aspects of the greatest lower bound to the reliability and constrained minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 46(2), pages 201-213, June.
    3. Jos Berge & Henk Kiers, 1991. "A numerical approach to the approximate and the exact minimum rank of a covariance matrix," Psychometrika, Springer;The Psychometric Society, vol. 56(2), pages 309-315, June.
    4. 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.
    5. Knott, Martin, 2005. "A measure of independence for a multivariate normal distribution and some connections with factor analysis," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 374-383, October.
    6. Lee Cronbach, 1988. "Internal consistency of tests: Analyses old and new," Psychometrika, Springer;The Psychometric Society, vol. 53(1), pages 63-70, March.

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