Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood-Reference-Cited by-同舟云学术

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Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood

Published:2009-09 Issue:8 Volume:100 Page:1717-1726
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Ando Tomohiro

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference46 articles.

1. Bayesian dynamic factor models and variance matrix discounting for portfolio allocation;Aguilar;J. Bus. Econom. Statist.,2000

2. Bayesian model assessment in factor analysis;Lopes;Statist. Sinica,2004

3. Bayesian inference in factor analysis;Press,1989

4. Bayesian factor regression models in the “large p, small n” paradigm;West,2003

5. Bayes factors;Kass;J. Amer. Statist. Assoc.,1995

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4. Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework;Computational Statistics;2019-01-31

5. Bayesian variable selection for globally sparse probabilistic PCA;Electronic Journal of Statistics;2018-01-01

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