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1 results

Minimum Rank and Minimum Trace of Covariance Matrices
Giacomo Della Riccia, Alexander Shapiro
Journal:

Psychometrika / Volume 47 / Issue 4 / December 1982

Published online by Cambridge University Press:

01 January 2025, pp. 443-448
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This paper considers some mathematical aspects of minimum trace factor analysis (MTFA). The uniqueness of an optimal point of MTFA is proved and necessary and sufficient conditions for a point x to be optimal are established. Finally, some results about the connection between MTFA and the classical minimum rank factor analysis will be presented.

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