Invariant Inference and Efficient Computation in the Static Factor Model

DOI10.1080/01621459.2017.1287080zbMath1398.62062OpenAlexW3124887834MaRDI QIDQ4962447

Roberto Leon-Gonzalez, Joshua Chan, Rodney W. Strachan

Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2017-02/32_2013_chan_leon-gonzalez_strachan.pdf

zbMATH Keywords

Markov chain Monte CarloBayesian methodsreduced rank regression

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15) General nonlinear regression (62J02)

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