Factor Analysis via Components Analysis
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DOI: 10.1007/s11336-011-9217-5
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References listed on IDEAS
- Johnstone, Iain M. & Lu, Arthur Yu, 2009. "On Consistency and Sparsity for Principal Components Analysis in High Dimensions," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 682-693.
- Shen, Haipeng & Huang, Jianhua Z., 2008. "Sparse principal component analysis via regularized low rank matrix approximation," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1015-1034, July.
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- repec:ucp:bkecon:9780226316529 is not listed on IDEAS
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Keywords
factor loadings; factor scores; component loadings; component scores;All these keywords.
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