Bayesian factor analysis with uncertain functional constraints about factor loadings

DOI10.1016/J.JMVA.2015.11.006MaRDI QIDQ901283zbMATHOpenAlexFDO

Authors Hea-Jung Kim, Taeryon Choi, Seongil Jo

Publication date 23 December 2015

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

Full work available at URL https://doi.org/10.1016/j.jmva.2015.11.006

zbMATH Keywords

Markov chain Monte Carlohierarchical Bayesian modelfactor loadingrectangular screened scale mixturesuncertain constraint

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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Cited in

(2)

• A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions
• Determining the number of factors in constrained factor models via Bayesian information criterion

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• tmvtnorm

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