Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
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Overview <strong>Functional</strong> PCA finite element basis Estimation Examples Extensions and discussion<br />
The multivariate factor analysis model<br />
The unconstrained factor analysis model <strong>for</strong> an order p<br />
sample covariance matrix S is<br />
Σ = ΛΛ ′ + Ψ<br />
Λ is an p by k factor loadings matrix, k being the number of<br />
factors with k
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