Robustness of bayesian factor analysis estimates

DOI10.1080/03610929808832196MaRDI QIDQ4213987zbMATH OpenOpenAlexFDO

Authors Sang Eun Lee, S. James Press

Publication date 14 March 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832196

zbMATH Keywords

Bayes factor analysisdirectional derivativesepsilon-contamination prior classrobustness

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• Bayesian robustness for multiparameter problems
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Cites work

• scientific article; zbMATH DE number 5719846 (Why is no real title available?)
• Local Sensitivity of Inferences to Prior Marginals
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian analysis: sensitivity to the prior
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(7)

• A Bayesian factor model for spatial panel data with a separable covariance approach
• Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland
• Robustness of statistical inference in factor analysis and related models
• A note on choosing the number of factors
• A Bayesian approach to blind source separation
• A robust Bayesian analysis and its applications for factor analytic model with normal scale mixing
• Bayesian factor analysis with uncertain functional constraints about factor loadings

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