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Autor:
Steffen Unkel
Publikováno v:
Journal of Statistical Planning and Inference. 182:1-11
Shared frailty models are frequently used for inducing dependence between survival times. In this paper, we consider bivariate current status data that are reasonable to model by shared frailty models. A time-dependent association measure that has a
A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
Autor:
Steffen Unkel, Nickolay T. Trendafilov
Publikováno v:
Computational Statistics & Data Analysis. 54:3348-3358
A new approach for fitting the exploratory factor analysis (EFA) model is considered. The EFA model is fitted directly to the data matrix by minimizing a weighted least squares (WLS) goodness-of-fit measure. The WLS fitting problem is solved by itera