Statistics Graduate Level Quiz
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STATISTICAL INFERENCE
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A Gaussian factor model is specified as Y=ΛF+εY=\Lambda F+\varepsilon, where F∼N(0,Ir)F\sim N(0,I_r), ε∼N(0,Ψ)\varepsilon\sim N(0,\Psi), and Ψ\Psi is known. No structural restrictions are placed on the loading matrix Λ\Lambda.
Assuming the marginal covariance of YY is known exactly, which object is identifiable without further constraints?
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