THE ASYMPTOTIC-DISTRIBUTION OF A NONITERATIVE ESTIMATOR IN EXPLORATORY FACTOR-ANALYSIS

• 成果类型: Article
• 署名作者: KANO, Y
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176347981
• 发表日期: 1991
• 页码: 272-282
• 关键词: improper solutions

摘要

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.