Robustness of bayesian factor analysis estimates

DOI10.1080/03610929808832196zbMath0932.62032OpenAlexW2081074266MaRDI QIDQ4213987

S. James Press, Sang Eun Lee

Publication date: 14 March 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832196

zbMATH Keywords

robustnessdirectional derivativesBayes factor analysisepsilon-contamination prior class

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

A note on choosing the number of factors ⋮ A Bayesian factor model for spatial panel data with a separable covariance approach ⋮ A Bayesian approach to blind source separation ⋮ Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland

Cites Work

• Unnamed Item
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Robust Bayesian analysis: sensitivity to the prior
• Local Sensitivity of Inferences to Prior Marginals

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