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13.349 Articles in journals published by the UPC
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On best affine unbiased covariance-preserving prediction of factor scores

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Neudecker, Heinz
Document typeArticle
Defense date2004
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
This paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. We shall consider the same matter, under weaker rank assumptions. We allow some moments, namely the variance of the observable scores vector and that of the unique factors,to be singular. We require T′ T > 0, where T T′ is a Schur decomposition of. As usual the variance of the common factors, , and the loadings matrix Awill have full column rank.
CitationNeudecker, Heinz. "On best affine unbiased covariance-preserving prediction of factor scores". SORT, 2004, Vol. 28, núm. 1 
URIhttp://hdl.handle.net/2099/3746
ISSN1696-2281
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  • SORT (Statistics and Operations Research Transactions) - 2004, Vol. 28, Núm. 1 [7]
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