A note on choosing the number of factors

DOI10.1080/03610929908832378zbMath0937.62060OpenAlexW2067040543MaRDI QIDQ4266877

S. James Press, Kazuo Shigemasu

Publication date: 22 September 1999

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

Full work available at URL: https://doi.org/10.1080/03610929908832378

zbMATH Keywords

model selectionposterior odds ratiomaximum posterior probability

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15)

Related Items (1)

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

Cites Work

• Factor analysis and AIC
• A Bayesian analysis of the minimum AIC procedure
• Estimating the dimension of a model
• A Predictive Approach to Model Selection
• Robustness of bayesian factor analysis estimates

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