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Search: subject:"maximum likelihood factor analysis"
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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
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Undetermined
4
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4
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4
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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
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1
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
Saved in:
2
A loss function for alpha factor analysis
Derflinger, Gerhard
- In:
Psychometrika
49
(
1984
)
3
,
pp. 325-330
Persistent link: https://www.econbiz.de/10005757693
Saved in:
3
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
Saved in:
4
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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