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  • Search: subject:"maximum likelihood factor analysis"
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Subject
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maximum likelihood factor analysis 4 Heywood case 2 alignment problem 2 Fama-MacBeth 1 alpha factor analysis 1 approximate factor structure 1 arbitrage pricing theory (APT) 1 basis 1 bootstrapping 1 computer algorithms 1 cross-sectional regression 1 differentials 1 diversification 1 jackknife 1 large cross-sections 1 loss function 1 mimicking 1 minimum idiosyncratic risk portfolios 1 ordinary and weighted least squares 1 principal components 1 pseudo values 1 pseudovalues 1 simulation 1 standard errors 1
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Undetermined 4
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Article 4
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Undetermined 4
Author
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Clarkson, D. 1 Clarkson, Douglas 1 Derflinger, Gerhard 1 Jennrich, R. 1 Lehmann, Bruce N. 1 Modest, David M. 1
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Psychometrika 3 Management Science 1
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RePEc 4
Showing 1 - 4 of 4
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Diversification and the Optimal Construction of Basis Portfolios
Lehmann, Bruce N.; Modest, David M. - In: Management Science 51 (2005) 4, pp. 581-598
, estimation method, cross-section size, and number of factors. Our main conclusion is that maximum likelihood factor analysis …
Persistent link: https://www.econbiz.de/10009197916
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A loss function for alpha factor analysis
Derflinger, Gerhard - In: Psychometrika 49 (1984) 3, pp. 325-330
Persistent link: https://www.econbiz.de/10005757693
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A feasible method for standard errors of estimate in maximum likelihood factor analysis
Jennrich, R.; Clarkson, D. - In: Psychometrika 45 (1980) 2, pp. 237-247
Persistent link: https://www.econbiz.de/10005603464
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Estimating the standard errors of rotated factor loadings by jackknifing
Clarkson, Douglas - In: Psychometrika 44 (1979) 3, pp. 297-314
Persistent link: https://www.econbiz.de/10005184121
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