This paper presents the asymptotic distribution of Ihara and Kano's noniterative estimator of the uniqueness in exploratory factor analysis. When the number of factors is overestimated, the estimator is not a continuous function of the sample covariance matrix and its asymptotic distribution is not normal, but the consistency holds. It is also shown that the first-order moment of the asymptotic distribution does not exist.
Publié le : 1991-03-14
Classification:
Anderson and Rubin's condition,
Bartlett decomposition,
exploratory factor analysis,
multivariate $t$-distribution,
Wishart distribution,
62H25,
62F12
@article{1176347981,
author = {Kano, Yutaka},
title = {The Asymptotic Distribution of a Noniterative Estimator in Exploratory Factor Analysis},
journal = {Ann. Statist.},
volume = {19},
number = {1},
year = {1991},
pages = { 272-282},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347981}
}
Kano, Yutaka. The Asymptotic Distribution of a Noniterative Estimator in Exploratory Factor Analysis. Ann. Statist., Tome 19 (1991) no. 1, pp. 272-282. http://gdmltest.u-ga.fr/item/1176347981/