Advertisement

Factor Analysis

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar
Chapter

Abstract

A frequently applied paradigm in analyzing data from multivariate observations is to model the relevant information (represented in a multivariate variable X) as coming from a limited number of latent factors.

References

  1. M.S. Bartlett, A note on multiplying factors for various chi-squared approximations. JRSSB 16, 296–298 (1954)zbMATHGoogle Scholar
  2. R.A. Johnson, D.W. Wichern, Applied Multivariate Analysis, 4th edn. (Prentice Hall, Englewood Cliffs, NJ, 1998)zbMATHGoogle Scholar
  3. H.F. Kaiser, The varimax criterion for analytic rotation in factor analysis. Psychometrika 23, 187–200 (1985)CrossRefGoogle Scholar
  4. K.V. Mardia, J.T. Kent, J.M. Bibby, Multivariate Analysis (Academic Press, Duluth, London, 1979)zbMATHGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Institute of Statistics, Biostatistics and Actuarial SciencesUniversité Catholique de LouvainLouvain-la-NeuveBelgium

Personalised recommendations