Robust factor analysis using the multivariate t-distribution

MaRDI QIDQ5413258zbMATH OpenFDO

Authors Jianchun Zhang, J. Li, Chuanhai Liu

Publication date 29 April 2014

zbMATH Keywords

Bayesian methodsEM-type algorithmsGibbs samplingmultivariate \(t\)-distributionrobust factor analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

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Cited in

(19)

• Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
• Robust factor analysis.
• Robust sparse Bayesian infinite factor models
• Automated learning of \(t\) factor analysis models with complete and incomplete data
• Robust modeling using non-elliptically contoured multivariate t distributions
• Robustness of statistical inference in factor analysis and related models
• A robust factor analysis model using the restricted skew-\(t\) distribution
• A new multivariate t distribution with variant tail weights and its application in robust regression analysis
• Case-deletion influence measures for the data from multivariate t distributions
• A robust Bayesian analysis and its applications for factor analytic model with normal scale mixing
• Bayesian factor models for multivariate categorical data obtained from questionnaires
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution
• Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data
• A robust factor analysis model based on the canonical fundamental skew-t distribution
• Robust bilinear factor analysis based on the matrix-variate t distribution
• Bayesian hierarchical quantile factor model and its application
• Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Bayesian factor analysis with uncertain functional constraints about factor loadings

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