Minimum Rank and Minimum Trace of Covariance Matrices
- 1 December 1982
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 47 (4) , 443-448
- https://doi.org/10.1007/bf02293708
Abstract
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.Keywords
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