In certain multivariate problems the full probability density has an awkward normalizing constant, but the conditional and/or marginal distributions may be much more tractable. In this paper we ...

The exact and asymptotic distributions of the maximum likelihood estimate of a factor loading are studied. We study the distribution in a factor analysis model with two normally distributed ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...