• On asymptotic variances of uni...

Result: On asymptotic variances of uniqueness estimators in factor analysis

Title:
On asymptotic variances of uniqueness estimators in factor analysis
Authors:
Kano, Yutaka, Shapiro, Alexander
Publisher Information:
South African Statistical Association (SASA), Pretoria
Subject Terms:
asymptotic variances of uniqueness estimators, asymptotic covariance matrix, Asymptotic distribution theory in statistics, factor analysis, maximum likelihood estimator, discrepancy function, Factor analysis and principal components, correspondence analysis
Document Type:
Academic journal Article
File Description:
application/xml
Access URL:
https://zbmath.org/4048880
Accession Number:
edsair.c2b0b933574d..d72742d7cdf95b627d2bc62f9eee3f2c
Database:
OpenAIRE

Further Information

It is shown that the asymptotic variances of uniqueness estimators in factor analysis decrease as new observed variates are added to the model while the number of factors is held fixed. The limit form of the associated asymptotic covariance matrix is calculated.