Satoshi Hada
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Two moment-based model-fitting procedures for the heteroscedastic factor analysis model are introduced and compared. The procedures produce consistent parameter estimators and asymptotically valid inferences for heteroscedasticity without specifying the distributional forms for the factor and heteroscedastic errors. Also, an individual-specific inference procedure for the factor score is developed. Simulation studies show the practical usefulness of the procedures. An example from a morphological measurement study is described.
Satoshi Hada
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Zhihua Xiong, Yixin Xu, et al.
International Journal of Modelling, Identification and Control
Sonia Cafieri, Jon Lee, et al.
Journal of Global Optimization
Arnon Amir, Michael Lindenbaum
IEEE Transactions on Pattern Analysis and Machine Intelligence