Construction of covariance matrices with a specified discrepancy function minimizer, with application to factor analysis

SIAM Journal on Matrix Analysis and Applications

Volumn 31, Issue 4, 2009, Pages 1570-1583

  Chun, So Yeon ^a   Shapiro, A ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Covariance structure analysis; Discrepancy function; Factor analysis; Generalized least squares; Maximum likelihood; Model misspecification; Semidefinite programming

Indexed keywords

COVARIANCE STRUCTURES; DISCREPANCY FUNCTION; FACTOR ANALYSIS; GENERALIZED LEAST SQUARE; SEMI-DEFINITE PROGRAMMING;

COVARIANCE MATRIX; MATHEMATICAL PROGRAMMING; MODEL STRUCTURES;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77956018300     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/080735515     Document Type: Article

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