A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution

DOI10.1007/s00362-022-01318-8MaRDI QIDQ6099132

Tsung I. Lin, I-An Chen, Wan-Lun Wang

Publication date: 19 June 2023

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

factor scoresAECM algorithmtruncated multivariate \(t\) distributioncanonical fundamental skew-\(t\) distributionunrestricted multivariate skew-\(t\) distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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