G. J. McLachlan and David Peel Department of Mathematics, The University of...  Home/Search
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Abstract: We let Y 1 ; : : : ; Y n denote a random sample of size n on a p-dimensional random vector. In a typical factor analysis model, each observation Y j is modelled as Y j = ¯ +BU j + e j (j = 1; : : : ; n); (1) where U j is a q-dimensional (q ! p) vector of latent or unobservable variables called factors and B is a p \Theta q matrix of factor loadings (parameters). It is assumed that (Y T 1 ; U T 1 ) T ; : : : ; (Y T n ; U T n ) T are independently and identically distributed. The U j... (Update)
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BibTeX entry: (Update)
@misc{ mclachlan-modelling,
author = "Mclachlan And David",
title = "Modelling Nonlinearity By Mixtures Of Factor Analyzers Via Extensions Of
The Em Algorithm",
url = "citeseer.ist.psu.edu/238708.html" }
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