Dynamic mixtures of factor analyzers to characterize multivariate air pollutant exposures

DOI10.1214/17-AOAS1049zbMath1380.62265OpenAlexW2762445364WikidataQ58205206 ScholiaQ58205206MaRDI QIDQ1684241

Antonello Maruotti, Francesca Martella, Marco Picone, Jan Bulla, Francesco Lagona

Publication date: 8 December 2017

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/17-aoas1049

zbMATH Keywords

hidden Markov modelsdimensionality reductionthree-step algorithmAECM algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05)

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