Factor Analysis

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar


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.


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© 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

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