7. Factor Analysis of Correlated Observations

  1. Alexander Basilevsky

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316894.ch7

Statistical Factor Analysis and Related Methods: Theory and Applications

Statistical Factor Analysis and Related Methods: Theory and Applications

How to Cite

Basilevsky, A. (1994) Factor Analysis of Correlated Observations, in Statistical Factor Analysis and Related Methods: Theory and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316894.ch7

Author Information

  1. Department of Mathematics & Statistics, The University of Winnipeg, Winnipeg, Manitoba, Canada

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 7 JUN 1994

ISBN Information

Print ISBN: 9780471570820

Online ISBN: 9780470316894

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Keywords:

  • factor analysis;
  • correlated observation;
  • multivariate data;
  • lead-lag relationship;
  • random variables

Summary

The prelims comprise:

  • Introduction

  • Timc Series as Random Functions

  • Demographic Cohort Data

  • Spatial Correlation: Geographic Maps

  • The Karhunen-bbve Spectral Decomposition in the Time Domain

  • Estimating Dimensionality of Stochastic Processes

  • Multiple Time Series in the Frequcncy Domain

  • Stochastic Processes in the Space Domain: Karhunen-Ldve Decomposition

  • Patterned Matrices