Bayesian factor analysis with uncertain functional constraints about factor loadings

Factor analysis with uncertain functional constraints about factor loading matrix is considered from a Bayesian viewpoint, in which the uncertain prior information is incorporated in the analysis. We propose a hierarchical screened scale mixture of normal factor (HSMF) model for flexible inference o...

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Veröffentlicht in:	Journal of multivariate analysis 2016-02, Vol.144, p.110-128
Hauptverfasser:	Kim, Hea-Jung, Choi, Taeryon, Jo, Seongil
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Discriminant analysis Factor loading Hierarchical Bayesian model Markov chain Monte Carlo Mathematical models Multivariate analysis Normal distribution Rectangular screened scale mixtures Statistical inference Studies Uncertain constraint
Online-Zugang:	Volltext
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