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

Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360)

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scientific article; zbMATH DE number 5569617
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English
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
scientific article; zbMATH DE number 5569617

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    Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (English)
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    24 June 2009
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    Bayesian methods
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    marginal likelihood
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    matrix variate \(t\)-distribution
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    model selection
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