FACTOR-ANALYSIS AND PRINCIPAL COMPONENTS

被引：86

作者：

SCHNEEWEISS, H

MATHES, H

机构：

[1] Univ Munich, Munich

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1995年 / 55卷 / 01期

关键词：

FACTOR ANALYSIS; PRINCIPAL COMPONENTS; CONSISTENCY AT LARGE; FACTOR INDETERMINACY; FACTOR LOADINGS;

D O I：

10.1006/jmva.1995.1069

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The principal components of a vector of random variables are related to the common factors of a factor analysis model for this vector. Conditions are presented under which components and factors as well as factor proxies come close to each other. A similar analysis is carried out for the matrices of loadings of principal components and factor analysis. (C) 1995 Academic Press, Inc.

引用

页码：105 / 124

页数：20

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