Skewed factor models using selection mechanisms

DOI10.1016/J.JMVA.2015.12.007MaRDI QIDQ5964281zbMATH OpenOpenAlexFDO

Authors Hyoung-Moon Kim, M. Maadooliat, Reinaldo B. Arellano-Valle, Marc G. Genton

Publication date 29 February 2016

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

Full work available at URL https://doi.org/10.1016/j.jmva.2015.12.007

zbMATH Keywords

mixingselectionskew-\(t\)skew-normalSUN distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A general class of multivariate skew-elliptical distributions
• A skew-normal factor model for the analysis of student satisfaction towards university courses
• A unified view on skewed distributions arising from selections
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• Multivariate skewt-distribution
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Cited in

(10)

• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
• Robust skew-\(t\) factor analysis models for handling missing data
• Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
• Density deconvolution for generalized skew-symmetric distributions
• Modelling non-normal data: the relationship between the skew-normal factor model and the quadratic factor model
• Skew selection for factor stochastic volatility models
• A skew-normal factor model for the analysis of student satisfaction towards university courses
• Skew-normal factor analysis models with incomplete data
• A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution
• On formulations of skew factor models: skew factors and/or skew errors

Describes a project that uses

Uses Software

• sn
• R
• AS 249

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