most citedApproximate factor analysis model building via alternating I-divergence minimization

2 citations · 2 across the 1 of their papers we have counts for

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math.PR2008★ 2 cited

Approximate factor analysis model building via alternating I-divergence minimization

Lorenzo Finesso, Peter Spreij

Given a positive definite covariance matrix , we strive to construct an optimal \emph{approximate} factor analysis model , with having a prescribed numb…