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Title:

Finiteness of small factor analysis models

Document type:
Zeitschriftenaufsatz
Author(s):
Drton, Mathias; Xiao, Han
Abstract:
We consider factor analysis models with one or two factors. Fixing the number of factors, we prove a finiteness result about the covariance matrix parameter space when the size of the covariance matrix increases. According to this result, there exists a distinguished matrix size starting at which one can determine whether a given covariance matrix belongs to the parameter space by determining whether all principal submatrices of the distinguished size belong to the corresponding parameter space....     »
Keywords:
Algebraic statistics, Graphical model, Multivariate normal distribution, Latent variables
Dewey Decimal Classification:
510 Mathematik
Journal title:
Annals of the Institute of Statistical Mathematics
Year:
2010
Journal volume:
62
Year / month:
2010-08
Quarter:
3. Quartal
Month:
Aug
Journal issue:
4
Pages contribution:
775-783
Language:
en
Fulltext / DOI:
doi:10.1007/s10463-010-0293-6
Publisher:
Springer Science and Business Media LLC
E-ISSN:
0020-31571572-9052
Date of publication:
07.04.2010
Format:
Text
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