Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value
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DOI: 10.1007/BF02295424
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References listed on IDEAS
- James Laughlin, 1979. "A bayesian alternative to least squares and equal weighting coefficients in regression," Psychometrika, Springer;The Psychometric Society, vol. 44(3), pages 271-288, September.
- Michael Browne, 1969. "Fitting the factor analysis model," Psychometrika, Springer;The Psychometric Society, vol. 34(3), pages 375-394, September.
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Keywords
Monte Carlo experiments; covariance structure analysis; factor analysis; model misspecification;All these keywords.
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