Zur existenz der maximum-likeliliood-schatzung beim faktorenmodell
Author:
Joachim Focke a
| Affiliation: | a SektionMathematik, Karl-Marx-Universitat Leipzig, Leipzig, DDR, Karl-Marx-Platz |
DOI:
10.1080/02331888408801746
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
For the factor modal it is show by estimating the likelihood function carefully that there always exists a maximum likelihood estimation of the factorloadings, if the features are assumed to be normally distributed.
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