3 papers
math.ST2026
Consistency of the Bayesian Information Criterion for Model Selection in Exploratory Factor Analysis
Hien Duy Nguyen, Kei Hirose
We study model selection by the Bayesian information criterion (BIC) in fixed-dimensional exploratory factor analysis over a fixed finite family of compact covariance classes. Our…
math.ST2025
Algebraic Approach for Orthomax Rotations
Ryoya Fukasaku, Michio Yamamoto, Yutaro Kabata +2
In exploratory factor analysis, rotation techniques are employed to derive interpretable factor loading matrices. Factor rotations deal with equality-constrained optimization probl…
math.ST2024
Algebraic approach to maximum likelihood factor analysis
Ryoya Fukasaku, Kei Hirose, Yutaro Kabata +1
In exploratory factor analysis, model parameters are usually estimated by maximum likelihood method. The maximum likelihood estimate is obtained by solving a complicated multivaria…