LINEAR PREDICTION IN THE FACTOR-ANALYSIS MODEL
成果类型:
Note
署名作者:
ISOGAWA, Y; OKAMOTO, M
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/67.2.482
发表日期:
1980
页码:
482484
关键词:
摘要:
For the problem of linear prediction in the factor analysis model, the h heuristic predictor suggested by Scott (1966) and the unbiased predictor proposed by King (1969) are mathematically identical, respectively, with the optimal biased predictor and the optimal unbiased predictor due to Lawley and Maxwell (1973).