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March 5, 2012Scandinavian Actuarial Journal55 citations

On principal components and least square methods of factor analysis

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PWPeter Whittle

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Abstract

Summary In § 2 the least square estimatcs are derived for a common factor structure. §§ 3–4 are devoted to further discussion of the estimation and test problems, while the asymptotic variances and covariances of the loading estimates are evaluated in § 5.

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Peter Whittle (2012) studied this question.

synapsesocial.com/papers/6a0fa6322badbc352afe7c64https://doi.org/10.1080/03461238.1955.10430696
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