Stochastic search item selection for factor analytic models
Author:
Affiliation:
1. Department of Primary Education; University of Ioannina; Greece
2. Department of Hygiene and Epidemiology; University of Ioannina School of Medicine; Greece
3. Department of Statistics; Athens University of Economics and Business; Greece
Publisher
Wiley
Subject
General Psychology,Arts and Humanities (miscellaneous),General Medicine,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/bmsp.12019/fullpdf
Reference32 articles.
1. Bayesian dynamic factor models and portfolio allocation;Aguilar;Journal of Business and Economics Statistics,2000
2. Bayesian factor analysis with fat-tailed factors and its exact marginal distribution;Ando;Journal of Multivariate Analysis,2009
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4. Empirical Bayes vs. fully Bayes variable selection;Cui;Journal of Statistical Planning and Inference,2008
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