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

DOI10.1016/j.jmva.2009.02.001zbMath1163.62044OpenAlexW2029731291MaRDI QIDQ1026360

Tomohiro Ando

Publication date: 24 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.001

zbMATH Keywords

model selectionmarginal likelihoodBayesian methodsmatrix variate \(t\)-distribution

Mathematics Subject Classification ID

Related Items (5)

Order-invariant prior specification in Bayesian factor analysis ⋮ Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market ⋮ Bayesian variable selection for globally sparse probabilistic PCA ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Robust sparse Bayesian infinite factor models

Uses Software

• tsbridge

Cites Work

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