Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown-Reference-Cited by-同舟云学术

Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown

Published:2024-01-01 Issue:-1 Volume:-1 Page:
ISSN:1936-0975
Container-title:Bayesian Analysis
language:
Short-container-title:Bayesian Anal.

Author:

Frühwirth-Schnatter Sylvia¹,Hosszejni Darjus¹,Lopes Hedibert Freitas²

Affiliation:

1. Institute for Statistics and Mathematics, Vienna University of Economics and Business, Welthandelsplatz 1, 1020 Wien, Austria

2. School of Mathematical and Statistical Sciences, Arizona State University, Tempe, USA & Insper Institute of Education and Research, São Paulo, Brazil

Publisher

Institute of Mathematical Statistics

Reference60 articles.

1. Lopes, H. F. and West, M. (2004). “Bayesian model assessment in factor analysis.” Statistica Sinica, 14: 41–67.

2. Fan, J., Fan, Y., and Lv, J. (2008). “High dimensional covariance matrix estimation using a factor model.” Journal of Econometrics, 147: 186–197.

3. Akaike, H. (1987). “Factor analysis and AIC.” Psychometrika, 52: 317–332.

4. Anderson, T. W. (2003). An introduction to multivariate statistical analysis. Chichester: Wiley, 3rd edition.

5. Anderson, T. W. and Rubin, H. (1956). “Statistical inference in factor analysis.” In Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, volume V, 111–150.

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