Beyond principal component analysis: A trilinear decomposition model and least squares estimation
Year of publication: |
1992
|
---|---|
Authors: | Pham, Tuan ; Möcks, Joachim |
Published in: |
Psychometrika. - Springer. - Vol. 57.1992, 2, p. 203-215
|
Publisher: |
Springer |
Subject: | consistency | asymptotic normality | factor analysis | principal component analysis | least squares | multidimensional scaling |
-
Financial and economic analysis of steel industry by multivariate analysis
Czillingová, Jana, (2012)
-
The use of multivariate techniques for the unemployment analysis
Bugudui, Elena, (2016)
-
Asymptotic and finite sample properties for multivariate rotated GARCH models
Asai, Manabu, (2021)
- More ...
-
Asymptotic normality of double-indexed linear permutation statistics
Pham, Dinh, (1989)
-
Impact of Exchange Rate on Vietnam-China Bilateral Trade: Findings from ARDL Approach
Pham, Tuan, (2018)
-
Impact of Exchange Rate on Vietnam-China Bilateral Trade: Findings from ARDL Approach
Pham, Tuan, (2018)
- More ...