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Factor Analysis and Alternating Minimiza...
Finesso, Lorenzo...
Factor Analysis and Alternating Minimization by Finesso, Lorenzo ( Author )
N.A
17-04-2007
In this paper we make a first attempt at understanding how to build an optimal approximate normal factor analysis model. The criterion we have chosen to evaluate the distance between different models is the I-divergence between the corresponding normal laws. The algorithm that we propose for the construction of the best approximation is of an the alternating minimization kind.
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Article
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English
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MYR 0.00
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https://arxiv.org/abs/0704.2208
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