Ichikawa, Masanori; Konishi, Sadanori - In: Journal of Multivariate Analysis 81 (2002) 1, pp. 47-66
We derive asymptotic expansions for the distributions of the normal theory maximum likelihood estimators of unique variances and uniquenesses (standardized unique variances) in the factor analysis model. Asymptotic expansions are given for the distributions of non-Studentized and also...
