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On maximum likeliho...
On maximum likelihood estimation in factor analysis : an algebraic derivation
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- Stoica, Peter, 1949- (författare)
- Uppsala universitet,Reglerteknik,Division of Systems and Control, Department of Information Technology, Uppsala University, Uppsala, Sweden
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- Jansson, Magnus (författare)
- KTH,Signalbehandling,ACCESS Linnaeus Centre
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(creator_code:org_t)
- Elsevier BV, 2009
- 2009
- Engelska.
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Ingår i: Signal Processing. - : Elsevier BV. - 0165-1684 .- 1872-7557. ; 89:6, s. 1260-1262
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- The maximum likelihood estimate in factor analysis is typically obtained as the solution of the stationary point equation of the likelihood function. This type of derivation suffers from two problems: it is rather cumbersome and, in fact, it is incomplete as it does not include a proof that the so-obtained estimate is indeed a global maximum point of the likelihood function. In this note we present a simple algebraic derivation of the maximum likelihood estimate in factor models with spherical noise that applies to the general complex-valued data case.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Nyckelord
- Factor analysis
- Maximum likelihood
- Information technology
- Informationsteknik
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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