A measure of independence for a multivariate normal distribution and some connections with factor analysis

Journal of Multivariate Analysis

Volumn 96, Issue 2, 2005, Pages 374-383

  Knott, Martin ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Convex optimisation; Goodness of fit; Minimum trace factor analysis

Indexed keywords

EID: 26844432777     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.10.013     Document Type: Article

References (13)

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