Skewed factor models using selection mechanisms

DOI10.1016/j.jmva.2015.12.007zbMath1331.62296OpenAlexW2209376374MaRDI QIDQ5964281

Hyoung-Moon Kim, Marc G. Genton, Mehdi Maadooliat, Reinaldo B. Arellano-Valle

Publication date: 29 February 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.12.007

zbMATH Keywords

selectionmixingskew-\(t\)skew-normalSUN distribution

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Exact distribution theory in statistics (62E15)

Related Items

On formulations of skew factor models: skew factors and/or skew errors, Bayesian hierarchical robust factor analysis models for partially observed sample-selection data, Robust skew-\(t\) factor analysis models for handling missing data, Density deconvolution for generalized skew-symmetric distributions, Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions, A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution

Uses Software

• R
• sn
• AS 249

Cites Work

• Factor analysis for non-normal variables
• Estimating the dimension of a model
• Finite mixtures in confirmatory factor-analysis models
• Robust factor analysis.
• Robust Likelihood Methods Based on the Skew-t and Related Distributions
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The multivariate skew-normal distribution
• The EM Algorithm and Related Statistical Models
• Multivariate skewt-distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Multivariate T-Distributions and Their Applications
• A skew-normal factor model for the analysis of student satisfaction towards university courses
• A unified view on skewed distributions arising from selections
• A general class of multivariate skew-elliptical distributions
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