Joint Bayesian analysis of factor scores and structural parameters in the factor analysis model

DOI10.1023/A:1017529427433zbMath0978.62022MaRDI QIDQ5936210

Jian-Qing Shi, Sik-Yum Lee

Publication date: 4 February 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplerconjugate priorfactor scoreshyper-parametersposterior covariance matrixposterior distributionsposterior meansimulation study

Mathematics Subject Classification ID

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

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Bayesian analysis of the factor model with finance applications

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