A robust Bayesian approach for structural equation models with missing data
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Cites work
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- A Predictive Approach to Model Selection
- A new joint model for longitudinal and survival data with a cure fraction
- Analysis of Covariance Structures Under Elliptical Distributions
- Bayes Factors
- Bayesian Robust Multivariate Linear Regression With Incomplete Data
- Bayesian estimation and testing of structural equation models
- Bayesian factor analysis for multilevel binary observations
- Bayesian survival analysis
- Consistency property of elliptical probability density functions
- Factor analytic models of clustered multivariate data with informative censoring
- Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data
- Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
- Missing data imputation using the multivariate \(t\) distribution
- Model comparison of nonlinear structural equation models with fixed covariates
- Monte Carlo sampling methods using Markov chains and their applications
- Novel structures of simplified photonic crystal waveguides
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Robustness of normal theory methods in the analysis of linear latent variate models
- Robustness of statistical inference in factor analysis and related models
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
Cited in
(16)- Robust Bayesian inference for multivariate longitudinal data by using normal/independent distributions
- Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Bayesian estimation and model comparison for linear dynamic panel models with missing values
- Robust skew-\(t\) factor analysis models for handling missing data
- Bayesian structural equation model
- Structural equation modeling with heavy tailed distributions
- Analysis of structural equation model with ignorable missing continuous and polytomous data
- Fitting Manova Models with Missing Continuous or Ordinal Data Using Reference Priors
- Bayesian analysis of nonlinear structural equation models with nonignorable missing data
- Robust structural equation modeling with missing data and auxiliary variables
- Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
- Bayesian analysis of two-part latent variable model with mixed data
- A distribution-free method for structural equation models with incomplete data
- Bayesian diagnostics of transformation structural equation models
- Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes
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