A robust factor analysis model using the restricted skew-\(t\) distribution

DOI10.1007/S11749-014-0422-2zbMath1327.62344OpenAlexW2037941297MaRDI QIDQ497859

Sharon X. Lee, Geoffrey J. McLachlan, Pal H. Wu, Tsung I. Lin

Publication date: 25 September 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0422-2

zbMATH Keywords

ECM algorithmML estimationrMSN distributionrMST distributionSNFA modelSTFA model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Related Items (14)

On formulations of skew factor models: skew factors and/or skew errors ⋮ A flexible factor analysis based on the class of mean-mixture of normal distributions ⋮ A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts ⋮ Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information ⋮ Bayesian hierarchical robust factor analysis models for partially observed sample-selection data ⋮ Robust skew-\(t\) factor analysis models for handling missing data ⋮ A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution ⋮ Robust factored principal component analysis for matrix-valued outlier accommodation and detection ⋮ Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution ⋮ Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings ⋮ Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering ⋮ A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution

Uses Software

• EMMIX-skew
• PGMM
• sn

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