Computation of the maximum likelihood estimator in low-rank factor analysis
Abstract Factor analysis is a classical multivariate dimensionality reduction technique popularly used in statistics, econometrics and data science. Estimation for factor analysis is often carried out via the maximum likelihood principle, which seeks to maximize the Gaussian likelihoo...
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| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2021
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| Online Access: | https://hdl.handle.net/1721.1/131369 |