Bayesian estimation of a quantile-based factor model
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4153678 (Why is no real title available?)
- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- A Bayesian information criterion for singular models. With discussion and authors' reply
- A skew-normal factor model for the analysis of student satisfaction towards university courses
- An adaptive Metropolis algorithm
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayesian Measures of Model Complexity and Fit
- Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC
- Bayesian inference in quantile functions
- Fitting the independent factor analysis model using the MCMC algorithm
- Introducing Monte Carlo Methods with R
- On the identifiability of Bayesian factor analytic models
- Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
- Robust adaptive Metropolis algorithm with coerced acceptance rate
- Sparse Bayesian infinite factor models
- Statistical Applications of the Multivariate Skew Normal Distribution
- The independent factor analysis approach to latent variable modelling
- The metalog distributions
- The tenets of quantile-based inference in Bayesian models
- a study of the generalized tukey lambda family
This page was built for publication: Bayesian estimation of a quantile-based factor model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967500)
