Notes

A factor analysis problem with linear constraints

E. L. Stolov

Kazan'

Abstract: For a linear model $\mathbf{Z}=A\mathbf{F}$ where $A$ is a constant matrix and $\mathbf{F}$ is a normal vector with zero mean a technique is proposed for evaluating a left-hand matrix $L$, inverse of $A$, in the case where elements of $L$ satisfy the known set of linear equations.

UDC: 53.072:51


Received: 20.09.1982